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~person:"Pak, Yŏng-chŏl"
~person:"Ryu, Doojin"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011603316
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2
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
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