Jong-Min Kim
University of Minnesota-Twin Cities
H-index: 25
North America-United States
Top articles of Jong-Min Kim
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Analyzing Portfolio Optimization in Cryptocurrency Markets: A Comparative Study of Short-Term Investment Strategies Using Hourly Data Approach | Journal of Risk and Financial Management | Sonal Sahu José Hugo Ochoa Vázquez Alejandro Fonseca Ramírez Jong-Min Kim | 2024/3/20 |
Forecasting Consumer Price Index with Federal Open Market Committee Sentiment Index | Journal of Forecasting | Joshua Eklund Jong‐Min Kim | 2024/3/3 |
Vine copula Granger causality in quantiles | Applied Economics | Hyuna Jang Jong-Min Kim Hohsuk Noh | 2024/2/25 |
Personalized Treatment Policies with the Novel Buckley-James Q-Learning Algorithm | Axioms | Jeongjin Lee Jong-Min Kim | 2024/3/25 |
Dependence Risk of Bank Equity Returns: A Vine Copula Approach | 유라시아연구 | Jong-Min Kim Hojin Jung Brian Yang | 2023/9 |
Deep Learning Model for Multivariate High-Frequency Time-Series Data: Financial Market Index Prediction | Mathematics | Yoonjae Noh Jong-Min Kim Soongoo Hong Sangjin Kim | 2023/8/20 |
Linear time-varying regression with copula–DCC–asymmetric–GARCH models for volatility: the co-movement between industrial electricity demand and financial factors | Applied Economics | Yunsun Kim Sun-Young Hwang Jong-Min Kim Sahm Kim | 2023/1/14 |
Financial networks of cryptocurrency prices in time-frequency domains | Quality & Quantity | Paolo Pagnottoni Angelo Famà Jong-Min Kim | 2023/6/21 |
The market sentiment and stock market: the case of social media stocks during the COVID-19 pandemic | International Journal of Environment, Workplace and Employment | Amber R Eisenschenk Daehoon Han Jong-Min Kim | 2023 |
Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency | Axioms | Hohsuk Noh Hyuna Jang Kun Ho Kim Jong-Min Kim | 2023/3/11 |
Investigating polarisation in critic and audience review scores via analysis of extremes, medians, averages, and correlations | International Journal of Environment, Workplace and Employment | Kyle Day Jong-Min Kim | 2023 |
Two-stage imputation method to handle missing data for categorical response variable | Communications for Statistical Applications and Methods | Jong-Min Kim Kee-Jae Lee Seung-Joo Lee | 2023/11/30 |
The impacts of COVID-19 on the dependence structure of the stock market | Applied Economics Letters | Jong-Min Kim Hojin Jung | 2023/2/23 |
Foreign investors, rebalancing trades, and increases in US-Japan stock market correlations | Applied Economics | Hiroyuki Imai Jong-Min Kim | 2023/9/18 |
Finding hidden structure of sparse longitudinal data via functional Eigenfunctions | Applied Economics Letters | Jong-Min Kim Sun Young Hwang | 2023/2/8 |
The Impact of the COVID-19 Pandemic on the Music Industry | FinTech | Yuechu Hu Jong-Min Kim | 2022/12/2 |
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models | Applied Stochastic Models in Business and Industry | Mohammed Alqawba Jong‐Min Kim Taha Radwan | 2022/6/24 |
Examining Factors That Affect Movie Gross Using Gaussian Copula Marginal Regression | Forecasting | Joshua Eklund Jong-Min Kim | 2022/7 |
Copula Dynamic Conditional Correlation and Functional Principal Component Analysis of COVID-19 Mortality in the United States | Axioms | Jong-Min Kim | 2022/11/7 |
Computing the effect of measurement errors on efficient variant of the product and ratio estimators of mean using auxiliary information | Communications in Statistics-Simulation and Computation | Neha Singh Gajendra K Vishwakarma Jong Min Kim | 2022/1 |