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Friction model and foreign exchange market intervention
Jun, Jongbyung - In: International review of economics & finance : IREF 17 (2008) 3, pp. 477-489
Persistent link: https://www.econbiz.de/10008057856
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A more accurate benchmark for daily electricity demand forecasts
Jun, Jongbyung; Ergün, A. Tolga - In: Management research review 34 (2011) 7, pp. 810-821
Persistent link: https://www.econbiz.de/10009178496
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Testing contagion of the 1997–98 crisis in Asian stock markets with structural breaks and incubation periods
Baek, In-Mee; Jun, Jongbyung - In: Journal of Asian economics 22 (2011) 5, pp. 356-369
Persistent link: https://www.econbiz.de/10009328562
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Conditional skewness, kurtosis, and density specification testing : moment-based versus nonparametric tests
Ergun, A. Tolga; Jun, Jongbyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10009949973
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Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall
Ergün, A. Tolga; Jun, Jongbyung - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 264-273
Persistent link: https://www.econbiz.de/10008429918