Forecasting the Volatility of the Cryptocurrency Market by GARCH and Stochastic Volatility[J] MATHEMATICS 2021(9) Kim, Jong-Min Jun, Chulhee Lee, Junyoup
On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models[J] MATHEMATICS 2020(8) Kim, Jong-Min Kim, Seong-Tae Kim, Sangjin
Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency[J] AXIOMS 2023(12) Noh, Hohsuk Jang, Hyuna Kim, Kun Ho Kim, Jong-Min
Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model[J] JOURNAL OF RISK AND FINANCIAL MANAGEMENT 2022(15) Kim, Jong-Min Cho, Chanho Jun, Chulhee
