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

1

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

2

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

3

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)

4

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

5

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

6

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

7

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

8

Information Content of Changes in Index Composition.

Yun, Jooyoung; Kim, Tong SukresearcherWILEY-BLACKWELLASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.40, no.2, pp.317 - 346, 2011-04

9

Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency

Lee, Jihyun; Kim, Tong Sukresearcher; Lee, Hoe KyungresearcherBERKELEY ELECTRONIC PRESSSTUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v.15, no.1, 2011

10

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

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