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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun; Engle, Robert F.; Kane, Alex - 1994 - Rev
Persistent link: https://www.econbiz.de/10000891511
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000877913
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A test of efficiency for the S&P 500 index option market using variance forecasts
Noh, Jaesun; Engle, Robert F.; Kane, Alex - 1993 - Rev
Persistent link: https://www.econbiz.de/10000877939
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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BASEL III counterparty risk and credit value adjustment: impact of the Wrong-way risk
Noh, Jaesun - In: Global economic review 42 (2013) 4, pp. 346-361
Persistent link: https://www.econbiz.de/10010251884
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Small sample properties of GARCH(1,1) estimator under non-normality
Noh, Jaesun - In: Economics letters 55 (1997) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10001227370
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The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon; Baek, In-Seok; Noh, Jaesun; Kim, Sol - In: Review of quantitative finance and accounting 29 (2007) 1, pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
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The relationship between R&D concentration and industry R&D intensity : a simple model and some evidence
Lee, Chang-yang; Noh, Jaesun - In: Economics of innovation and new technology 18 (2009) 3/4, pp. 353-368
Persistent link: https://www.econbiz.de/10003858631
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The linkage between the options and credit default swap markets during the subprime mortgage crisis
Kim, Tong Suk; Park, Yuen Jung; Noh, Jaesun - In: The journal of futures markets 33 (2013) 6, pp. 518-554
Persistent link: https://www.econbiz.de/10009756568