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An introduction to wavelet theory in finance : a wavelet multiscale approach
In, Francis Haeuck; Kim, Sangbae - 2012
Persistent link: https://www.econbiz.de/10009681055
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The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets
Kim, Sangbae; In, Francis Haeuck - In: Pacific-Basin finance journal 10 (2002) 5, pp. 571-582
Persistent link: https://www.econbiz.de/10001716116
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Introduction to Wavelet Theory in Finance : A Wavelet Multiscale Approach
In, Francis - 2012
Key Features:This book covers the essence of wavelet analysis - such as the maximum overlap discrete wavelet transform, wavelet correlation, and variance - in a unified manner. It covers important topics in finance, such as portfolio asset allocation, asset pricing, hedging strategies, new risk...
Persistent link: https://www.econbiz.de/10012687027
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Mean-reversion in closed-end fund discount : evidence from half-life
Ji, Philip Inyeob; Kim, Sangbae - In: Applied economics 45 (2013) 31/33, pp. 4503-4515
Persistent link: https://www.econbiz.de/10010225051
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The effect of initial margin on long-run and short-run volatilities in Japan
Kim, Sangbae; Jung, Taehun - In: Journal of East Asian economic integration 17 (2013) 3, pp. 311-332
Persistent link: https://www.econbiz.de/10010197020
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Determinants of shareholder activism of the national pension fund of Korea
Lee, Jaehyun; In, Francis Haeuck; Khil, Jaeuk; Park, … - In: Asia-Pacific journal of financial studies 47 (2018) 6, pp. 805-823
Persistent link: https://www.econbiz.de/10012009615
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The long-term impact of sovereign wealth fund investments
Park, Jonghyeon; Xu, Simon; In, Francis Haeuck; Ji, … - In: Journal of financial markets 45 (2019), pp. 115-138
Persistent link: https://www.econbiz.de/10012317498