Shinhye Chang
Finance · 2014
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it
Whom Shinhye Chang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Shinhye Chang's perspective
Ordered by how strongly the researchers Shinhye Chang trusts endorse each paper. Same corpus, a different order for every researcher.
- Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
- Minimum LM Unit Root Test with One Structural Break
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Commodity Prices, Interest Rates and the Dollar
- World oil prices, precious metal prices and macroeconomy in Turkey
- On the long run relationship between gold and silver prices A note
- Commodity Prices, Money and Inflation (Social Science Research Network)
- Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
- Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models