Seoul, 130-743
Korea
http://www.tinbergen.nl/scripts/visitors.pl?id=18
University of Seoul - Department of Economics
Long Memory, Structural Breaks, Fractional Integration, Volatility Components, Regime Switching, Volatility Forecasting
Diversification, Value-at-Risk, Decomposition
diversification, portfolio decomposition, value-at-risk
Safety first, heavy tails, portfolio diversification
Portfolio diversification, downside risk, heavy tails