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Volatilität
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Kim, Young Shin
5
Fabozzi, Frank J.
2
Park, Jiho
2
Beck, Alexander
1
Douady, Raphaël
1
Fallahgoul, Hasan A.
1
Feindt, Michael
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Fu, Renhui
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Gao, Fang
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Hou, Lei
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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, Yong H.
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Kim, Young Min
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Lee, Jaesung
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Lee, Seojin
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ECONIS (ZBW)
9
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1
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
4
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
5
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
6
Performance volatility, information availability, and disclosure reforms
Fu, Renhui
;
Gao, Fang
;
Kim, Yong H.
;
Qiu, Buhui
- In:
Journal of banking & finance
75
(
2017
),
pp. 35-52
Persistent link: https://www.econbiz.de/10011742150
Saved in:
7
Exchange rate regime classifications and exchange rate variability
You, Yu
;
Kim, Yoonbai
;
Hou, Lei
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 336-340
Persistent link: https://www.econbiz.de/10011430523
Saved in:
8
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
9
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
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