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~person:"Kim, Myungsup"
~person:"Lin, Zuodong"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
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ARCH-Modell
Stochastic process
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Kim, Myungsup
Lin, Zuodong
Kim, Young Shin
26
Fabozzi, Frank J.
15
Račev, Svetlozar T.
15
Bianchi, Michele Leonardo
9
Kim, Yong-jin
3
Kim, Yangseon
2
Kunitomo, Naoto
2
Mitov, Ivan
2
Mittnik, Stefan
2
Park, Jiho
2
Schmidt, Peter
2
Stoyanov, Stoyan V.
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Anand, Abhinav
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Beck, Alexander
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Bekri, Mahmoud
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Chow, Hwee-kwan
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Chung, Dong Myung
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Djurić, Petar M.
1
Douady, Raphaël
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Fallahgoul, Hasan A.
1
Feindt, Michael
1
Glimm, James
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Hwang, Sun Young
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Kim, Jong-Min
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Kim, Sahm
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Kim, Sung Ik
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Kim, Yoonbai
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Kim, Young Min
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Kim, Yunsun
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Klingler, Sven
1
Kurosaki, Tetsuo
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Lee, Jaesung
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Lee, Seojin
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Li, Tiantian
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Liu, Yuhao
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Peng, Cheng
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Journal of productivity analysis
1
Review of derivatives research
1
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ECONIS (ZBW)
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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
2
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data
Kim, Myungsup
;
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
28
(
2007
)
3
,
pp. 165-181
Persistent link: https://www.econbiz.de/10003617115
Saved in:
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