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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) 22/24, pp. 3045-3055

Persistent link: https://www.econbiz.de/10003895060

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. 99-115

Persistent link: https://www.econbiz.de/10009158509

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

Asset market correlation and stress testing : cases for housing and stock markets

Cho, Man; Min, Insik - 2010

This study aims to achieve a two-fold research objective: first, to econometrically investigate hypothesized linkages between real estate and stock markets by fitting different classes of time-varying volatility model; second, to perform VaR-type stress testing by using the fitted asset price...

Persistent link: https://www.econbiz.de/10008735767

An alternative semiparametric estimate of the base-independence equivalence scale : an application to US consumer expenditure survey data

Kim, Inchul; Min, Insik - In: Applied economics 39 (2007) 10/12, pp. 1307-1314

Persistent link: https://www.econbiz.de/10003511743

Cash holdings with the precautionary motive among Korean chaebol and non-chaebol firms : a quantile regression approach

Choi, Yong-seok; Min, Insik - In: The Singapore economic review : journal of the Economic … 60 (2015) 5, pp. 1-22

Persistent link: https://www.econbiz.de/10011417941

Technology adoption and wage distribution in the US manufacturing sector : quantile regression analysis

Kim, Inchul; Min, Insik - In: Seoul journal of economics 19 (2006) 2, pp. 215-231

Persistent link: https://www.econbiz.de/10003360339

An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option

Park, Keehwan; Lee, Sangki - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 848-864

Persistent link: https://www.econbiz.de/10011764608

The value-growth premium in a time-varying risk return framework

Park, Keehwan; Jung, Mookwon; Fang, Zhongzheng - In: International review of economics & finance : IREF 88 (2023), pp. 1500-1512

Persistent link: https://www.econbiz.de/10014475293