Hyung, Namwon
VIAF ID: 289105057 (Personal)
Permalink: http://viaf.org/viaf/289105057
Preferred Forms
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- 100 1 _ ‡a Hyung, Namwon
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- 100 1 _ ‡a Hyung, Namwon
- 100 1 _ ‡a Hyung, Namwon
4xx's: Alternate Name Forms (4)
Works
Title | Sources |
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The downside risk of heavy tails induces low diversification | |
Inflation rates: long-memory, level shifts, or both? | |
Introduction to m-m processes, 1998: | |
Linking series generated at different frequencies and its applications | |
Portfolio diversification effects and regular variation in financial data | |
Portfolio selection with heavy tails | |
Spurious stochastics in a short time-series panel data = Inférence spécieuse dans les modèles de panel avec une courte dimension temporelle | |
Structural breaks and long memory in US inflation rates : do they matter for forecasting? |