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On the quantile regression based tests for asymmetry in stock return volatility
Park, Beum-jo - In: Asian economic journal : journal of the East Asian … 16 (2002) 2, pp. 175-191
Persistent link: https://www.econbiz.de/10001695943
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An outlier robust GARCH model and forecasting volatiltity of exchange rate returns
Park, Beum-jo - In: Journal of forecasting 21 (2002) 5, pp. 381-393
Persistent link: https://www.econbiz.de/10001688513
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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. 105-125
Persistent link: https://www.econbiz.de/10001646771
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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. 2657-2665
Persistent link: https://www.econbiz.de/10009273272
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Trading volume, volatility, and GARCH effects int eh 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/10003520194