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An interior point algorithm for nonlinear quantile regression
Koenker, Roger; Park, Beum J. - In: Journal of econometrics 71 (1996) 1-2, pp. 265-284
Persistent link: https://www.econbiz.de/10006794476
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TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON-US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION
Park, Beum-Jo - In: The Japanese economic review : the journal of the … 58 (2007) 3, pp. 382-399
Persistent link: https://www.econbiz.de/10007760650
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Asymmetric Volatility of Exchange Rate Returns under the EMS: Some Evidence from Quantile Regression Approach for TGARCH Models
Park, Beum-Jo - In: International economic journal 16 (2002) 1, pp. 105-126
Persistent link: https://www.econbiz.de/10007039158
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Asymmetric herding as a source of asymmetric return volatility
Park, Beum-Jo - In: Journal of banking & finance 35 (2011) 10, pp. 2657-2666
Persistent link: https://www.econbiz.de/10009290687