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Forecasting volatility of crude oil markets
Kang, Sang Hoon; Kang, Sang-Mok; Yoon, Seong-Min - In: Energy economics 31 (2009) 1, pp. 119-125
Persistent link: https://www.econbiz.de/10008162160
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Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 24 (2008) 2, pp. 383-412
Persistent link: https://www.econbiz.de/10009934580
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Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 50 (2009) 2, pp. 387-411
Persistent link: https://www.econbiz.de/10009934591
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Sudden changes and persistence in volatility of Korean equity sector returns
Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 26 (2010) 2, pp. 431-451
Persistent link: https://www.econbiz.de/10009934611
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Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon; Yoon, Seong-Min - In: Energy economics 36 (2013), pp. 354-362
Persistent link: https://www.econbiz.de/10010083767
Cover Image
Forecasting volatility of crude oil markets
Kang, Sang Hoon; Kang, Sang-Mok; Yoon, Seong-Min - In: Energy economics 31 (2009) 1, pp. 119-126
Persistent link: https://www.econbiz.de/10008890077
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Relationship between trading volume and asymmetric volatility in the Korean stock market
Choi, Ki-hong; Jiang, Zhu-hua; Kang, Sang Hoon; Moon, … - In: Modern economy 3 (2012) 5, pp. 584-589
Persistent link: https://www.econbiz.de/10010097607