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111
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34
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17
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16
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1
Downside uncertainty shocks in the oil and gold markets
Roh, Tai-Yong
;
Byun, Suk Joon
;
Xu, Yahua
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 291-307
Persistent link: https://www.econbiz.de/10012391717
Saved in:
2
Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
Saved in:
3
Foreign investors and corporate governance in Korea
Kim, In-joon
;
Eppler-Kim, Jiyeon
;
Kim, Wi-saeng
;
Byun, …
- In:
Pacific-Basin finance journal
18
(
2010
)
4
,
pp. 390-402
Persistent link: https://www.econbiz.de/10008728785
Saved in:
4
Intraday volatility forecasting from implied volatility
Byun, Suk Joon
;
Rhee, Dong Woo
;
Kim, Sol
- In:
International journal of managerial finance : IJMF
7
(
2011
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10008992000
Saved in:
5
Conditional volatility and the GARCH option pricing model with non-normal innovations
Byun, Suk Joon
;
Min, Byungsun
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009697540
Saved in:
6
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong
;
Byun, Suk Joon
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Saved in:
7
Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon
;
Cho, Hangjun
- In:
Energy economics
40
(
2013
),
pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
Saved in:
8
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
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9
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
Saved in:
10
Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Rhee, Dong Woo
;
Byun, Suk Joon
;
Kim, Sol
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10009514731
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