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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/10003370390
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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
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun; Nam, Kiseok - In: Journal of empirical finance 15 (2008) 1, pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
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Economic performance of KDIC's resolution system
Choi, Pilsun; Kim, Dong-il - In: Deposit insurance, (pp. 297-324). 2007
Persistent link: https://www.econbiz.de/10003539994
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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. 99-115
Persistent link: https://www.econbiz.de/10009158509
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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. 271-291
Persistent link: https://www.econbiz.de/10009488255
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S U - CoVaR
Choi, Pilsun; Min, Insik; Park, Keehwan - In: Economics letters 115 (2012) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10009623151
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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/10009705200
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Dynamic contagion of air quality between Eastern China and South Korea
Choi, Pilsun; Min, Insik - In: Journal of international trade & commerce 17 (2021) 3, pp. 67-77
Persistent link: https://www.econbiz.de/10013190126
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Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173