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Risk premium and convexity premium in the stock return
Park, Keehwan; Choi, Pilsun; Kim, Saekwon - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 739-764
Persistent link: https://www.econbiz.de/10010097701
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A COMPARISON OF CONDITIONAL AND UNCONDITIONAL APPROACHES IN VALUE‐AT‐RISK ESTIMATION*
CHOI, PILSUN; MIN, INSIK - In: The Japanese economic review : the journal of the … 62 (2011) 1, pp. 99-116
Persistent link: https://www.econbiz.de/10008846127
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Estimating endogenous switching regression model with a flexible parametric distribution function: application to Korean housing demand
Choi, Pilsun; Min, Insik - In: Applied economics 41 (2009) 23, pp. 3045-3056
Persistent link: https://www.econbiz.de/10008931744
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Marginal or copula: which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010170770
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The test of mean-variance approximations to non-expected utility
Choi, Pilsun - In: Journal of economic research 11 (2006) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009929689
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU -normal distribution
Choi, Pilsun; Nam, Kiseok - In: Journal of empirical finance 15 (2008) 1, pp. 41-63
Persistent link: https://www.econbiz.de/10007895089
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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. 271-292
Persistent link: https://www.econbiz.de/10009817639
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An empirical study of credit spreads in an emerging market: The case of Korea
Park, Keehwan; Ahn, Chang Mo; Kim, Dohyeon; Kim, Saekwon - In: Pacific-Basin finance journal 21 (2013) 1, pp. 952-966
Persistent link: https://www.econbiz.de/10010053301
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The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang Mo; Cho, D.Chinhyung; Park, Keehwan - In: The journal of futures markets 27 (2007) 7, pp. 669-696
Persistent link: https://www.econbiz.de/10007740904
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Optimal hedged portfolios: the case of jump-diffusion risks
Park, Keehwan; Ahn, Chang Mo; Fujihara, Roger - In: Journal of international money and finance 12 (1993) 5, pp. 493-510
Persistent link: https://www.econbiz.de/10006953156