Hyun Jin

Chung-Ang University

Korea

SCHOLARLY PAPERS

3

DOWNLOADS

479

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Long Memory in Commodity Futures Volatility: A Wavelet Perspective

Journal of Futures Markets, Vol. 27, No. 5, 2007
Number of pages: 30 Posted: 14 Jun 2006 Last Revised: 13 Jul 2008
John Elder and Hyun Jin
Colorado State University and Chung-Ang University
Downloads 287 (132,794)
Citation 1

Abstract:

Loading...

futures volatility, fractional integration, long-term memory

2.
Downloads 192 (193,217)
Citation 2

Fractional Integration in Commodity Futures Returns

Financial Review, 2008
Number of pages: 30 Posted: 07 Jul 2008 Last Revised: 14 Jul 2008
John Elder and Hyun Jin
Colorado State University and Chung-Ang University
Downloads 192 (195,824)

Abstract:

Loading...

futures returns, fractional integration, long memory, wavelets

3.

A Reexamination of Fractional Integrating Dynamics in Foreign Currency Markets: A Wavelet Based Analysis

International Review of Economics and Finance, Vol. 15, 2006
Posted: 14 Jun 2006 Last Revised: 16 Jan 2011
Hyun Jin, John Elder and Won W. Koo
Chung-Ang University, Colorado State University and North Dakota State University

Abstract:

Loading...

Exchange rates, Weak-form market efficiency, Long memory, Fractional integration, Wavelets