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Results 1-10 of 14 (Search time: 0.003 seconds).


Alternative Measures to Test the Stability of Implied Probability Density Functions

Kang, Byung Jin; Kim, Tong Sukresearcher한국금융공학회金融工學硏究, v.7, no.1, pp.171 - 206, 2008-03


The effect of changes in index constitution: Evidence from the Korean stock market

Yun, J.; Kim, Tong SukresearcherElsevier Inc.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.19, no.4, pp.258 - 269, 2010-09


Performance of a Nonparametric Multivariate Nearest Neighbor Model in the Prediction of Stock Index Returns

Kim, Tong Sukresearcher; Yoon, Jong Hun; Lee, Hoe KyungresearcherNational Cheng Kung UniversityASIA PACIFIC MANAGEMENT REVIEW, v.7, no.1, pp.107 - 118, 2002-03


Empirical risk aversion functions-estimates and assessment of their reliability

Kang B.J.; Kim, Tong SukresearcherElsevier BVINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.17, no.5, pp.1123 - 1138, 2008-12


Default Correlation Dynamics with Business Cycle and Credit Quality Changes

Kim, Mi Ae; Kim, Tong SukresearcherINST INVESTOR INCJOURNAL OF DERIVATIVES, v.13, no.1, pp.8 - 27, 2005-09


Contingent claims valuation of optional calling plan contracts in telephone industry

Choi, H.-W.; Kim, I.J.; Kim, Tong SukresearcherElsevier Inc.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.11, no.4, pp.433 - 448, 2002


Risk-Return Relationship in High Frequency Data: Multiscale Analysis and Long Memory

Lee, Jihyun; Kim, Tong Suk; Lee, Hoe KyungThe Social Science Research Network(SSRN)KAIST Business School Working Paper Series KBS-WP-2008-007, 2008-05 View PDF (56kb)


A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market

Kang, Byoung Uk; In, Francis; Kim, Gunky; Kim, Tong SukresearcherUNIV WASHINGTON SCH BUSINESS & ADMINISTRATIONJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.45, no.3, pp.763 - 789, 2010-06


Option-implied risk preferences: An extension to wider classes of utility functions

Kang, BJ; Kim, Tong SukresearcherELSEVIER SCIENCE BVJOURNAL OF FINANCIAL MARKETS, v.9, no.2, pp.180 - 198, 2006-05


Are good-news firms riskier than bad-news firms?

Min, Byoung-Kyu; Kim, Tong SukresearcherELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.36, no.5, pp.1528 - 1535, 2012-05

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