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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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Tobin tax and volatility : a threshold quantile autoregressive regression framework
Damette, Olivier; Park, Beum-jo - In: Review of international economics 23 (2015) 5, pp. 996-1022
Persistent link: https://www.econbiz.de/10011399460