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Yu, Jung-Suk's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,506 |
Total
Citations
17 |
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1.
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Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University Daal, Elton
University of New Orleans - College of Business Administration - Department of Economics and Finance
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784
(13,533)
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2
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Mixed GARCH-jump models, Skewed t-distribution, GARJI model, Likelihood ratio test, Information criteria, VaR
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2.
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Hassan, Kabir M.
University of New Orleans Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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385
(35,676)
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2
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economic growth, financial development
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3.
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Hassan, Kabir M.
University of New Orleans Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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249
(59,449)
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Financial development, growth, pooled regression, Granger causality tests, Morocco
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4.
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Daal, Elton
University of New Orleans - College of Business Administration - Department of Economics and Finance Naka, Atsuyuki
University of New Orleans - College of Business Administration - Department of Economics and Finance Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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240
(61,806)
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5
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GARCH-jump models, jump predictability, volatility clustering, leverage effects, leptokurtosis
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5.
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Hassan, M. Kabir
University of New Orleans - College of Business Administration - Department of Economics and Finance Ngene, Geoffrey M.
University of New Orleans - College of Business Administration - Department of Economics and Finance Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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202
(74,366)
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1
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Price discovery, financial integration, CDS, sovereign bonds, credit risk
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6.
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Hassan, Kabir M.
University of New Orleans Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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198
(75,458)
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1
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Rational speculative bubbles, MENA stock markets, fractional integration tests, duration dependence tests
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7.
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Hassan, M. Kabir
University of New Orleans - College of Business Administration - Department of Economics and Finance Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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129
(111,253)
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1
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Stock exchanges alliances, OIC capital markets, cross-border merger
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8.
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Daal, Elton
University of New Orleans - College of Business Administration - Department of Economics and Finance Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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125
(114,135)
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1
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Levy processes, stochastic volatility, characteristic functions, fast Fourier transform, option pricing
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9.
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Hassan, M. Kabir
University of New Orleans - College of Business Administration - Department of Economics and Finance Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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91
(144,014)
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1
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Underground economy, currency demand method, error correction model, non-stationarity with unit roots, serial correlations
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10.
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Hassan, Kabir M.
University of New Orleans Ngow, Thiti S.
affiliation not provided to SSRN Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University
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89
(146,170)
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Credit default swaps, credit risk, credit default swaps spreads, market conditions
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11.
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Rayhorn, Charles
affiliation not provided to SSRN Hassan, M. Kabir
affiliation not provided to SSRN Yu, Jung-Suk
School of Urban Planning & Real Estate Studies, Dankook University Janson, Kenneth R.
affiliation not provided to SSRN
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14
(296,428)
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3
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Records 1 -
11
of 11 matches
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1
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