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Profitability of nonlinear dynamics under technical trading rules : evidence from Pacific Basin stock markets
Krausz, Joshua; Lee, Sa-young; Nam, Kiseok - In: Emerging markets finance & trade : a journal of the … 45 (2009) 4, pp. 13-35
Persistent link: https://www.econbiz.de/10003872962
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun; Nam, Kiseok - In: Journal of empirical finance 15 (2008) 1, pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
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Necessity of negative serial correlation for mean-reversion of stock prices
Choe, Kwang-Il; Nam, Kiseok; Vahid, Farshid - In: The quarterly review of economics and finance : journal … 47 (2007) 4, pp. 576-583
Persistent link: https://www.econbiz.de/10003541140
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Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine Chuck; Malindretos, John; Nam, Kiseok - In: International review of economics & finance : IREF 19 (2010) 4, pp. 755-768
Persistent link: https://www.econbiz.de/10009006974
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The relationship between CO2 emissions and economic growth : the case of Korea with nonlinear evidence
Kim, Sei-Wan; Lee, Kihoon; Nam, Kiseok - In: Energy policy 38 (2010) 10, pp. 5938-5946
Persistent link: https://www.econbiz.de/10009009858
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Informed trade and idiosyncratic return variation
Kang, Moonsoo; Nam, Kiseok - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 551-572
Persistent link: https://www.econbiz.de/10011327591
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The demand for money in Asia : some further evidence
Arize, Augustine Chuck; Nam, Kiseok - In: International journal of economics and finance 4 (2012) 8, pp. 59-71
Persistent link: https://www.econbiz.de/10009620487
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Revisiting asset pricing under habit formation in an overlapping-generations economy
Kim, Sei-Wan; Krausz, Joshua; Nam, Kiseok - In: Journal of banking & finance 37 (2013) 1, pp. 132-138
Persistent link: https://www.econbiz.de/10009675550
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Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il; Krausz, Joshua; Nam, Kiseok - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 323-353
Persistent link: https://www.econbiz.de/10009272482