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Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 50 (2009) 2, pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
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Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 26 (2010) 2, pp. 431-451
Persistent link: https://www.econbiz.de/10009152033
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Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 24 (2008) 2, pp. 383-412
Persistent link: https://www.econbiz.de/10003795500
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Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 24 (2008) 2, pp. 383-412
Persistent link: https://www.econbiz.de/10009934580
Cover Image
Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 50 (2009) 2, pp. 387-411
Persistent link: https://www.econbiz.de/10009934591
Cover Image
Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 26 (2010) 2, pp. 431-451
Persistent link: https://www.econbiz.de/10009934611