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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/10003926834
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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/10009152033
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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
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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
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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
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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
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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/10009720531
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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/10009724686
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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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Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10010414245