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Search: person:"Nam, kiseok"
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ARCH model
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Nam, Kiseok
7
Pyun, Chong-soo
3
Choe, Kwang-il
2
Choi, Pilsun
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Arize, Augustine Chuck
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Kim, Sei-Wan
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
7
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1
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Saved in:
2
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
3
Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun
;
Nam, Kiseok
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
Saved in:
4
Is asymmetric mean-reverting pattern in stock returns systematic? : Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok
;
Pyun, Chong-soo
;
Kim, Sei-Wan
- In:
Journal of international financial markets, …
13
(
2003
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10001815452
Saved in:
5
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
6
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong-soo
;
Arize, Augustine Chuck
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
Saved in:
7
Volatility and information flows in emerging equity market : a case of the Korean Stock Exchange
Pyun, Chong-soo
;
Lee, Sa Young
;
Nam, Kiseok
- In:
International review of financial analysis
9
(
2000
)
4
,
pp. 405-420
Persistent link: https://www.econbiz.de/10001545828
Saved in:
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