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Value-at-risk analysis for Asi...
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172
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1
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
2
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
Saved in:
3
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/10003926834
Saved in:
4
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/10009152033
Saved in:
5
Revisited return and volatility spillover effect in Korea
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
14
(
2013
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10010227761
Saved in:
6
Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10009772044
Saved in:
7
Non-periodic cycles and long memory property in the Korean stock market
Yoon, Seong-min
;
Kang, Sang Hoon
- In:
The journal of the Korean economy
9
(
2008
)
3
,
pp. 403-424
Persistent link: https://www.econbiz.de/10009776751
Saved in:
8
Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
11
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009778114
Saved in:
9
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/10009724686
Saved in:
10
Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Korea and the world economy
12
(
2011
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10009754257
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