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사진

Byun, Suk Joon (변석준) C-1665-2011

Department
School of Management Engineering(경영공학부)
Co-author
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1

Continuing Overreaction and Stock Return Predictability

Byun, Suk Joonresearcher; Lim, Sonya S.; Yun, Sang HyunCAMBRIDGE UNIV PRESSJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.51, no.6, pp.2015 - 2046, 2016-12

2

Gambling preference and individual equity option returns

Byun, Suk Joonresearcher; Kim, Da-HeaELSEVIER SCIENCE SAJOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10

3

Overreactions in the Foreign Currency Options Market

Han, JoongHo; Kang, Byung Jin; Chang, Ki Cheon; Byun, Suk JoonresearcherWILEY-BLACKWELLASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.45, no.3, pp.380 - 404, 2016-06

4

EUA 선물 옵션 시장에 내재된 적절한 모형 탐색

변석준researcher; 김다혜; 노태용; 현정순researcher한국파생상품학회선물연구, v.24, no.1, pp.97 - 118, 2016-02

5

The role of the variance premium in Jump-GARCH option pricing models

Byun, Suk Joonresearcher; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-JoongELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10

6

Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps

Byun, Suk Joonresearcher; Chang, Ki CheonELSEVIER SCIENCE INCINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.40, pp.88 - 102, 2015-07

7

Time-varying expected momentum profits

Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-JoonresearcherELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12

8

Forecasting carbon futures volatility using GARCH models with energy volatilities

Byun, Suk Joonresearcher; Cho, HangjunELSEVIER SCIENCE BVENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11

9

노출 기반 CFaR 위험헤지기법의 비금융기업 위험관리에의 활용 가능성 검증: POSCO 사례를 중심으로

최현우; 조항준; 변석준researcher대한경영학회대한경영학회지, v.26, no.10, pp.2755 - 2768, 2013-10

10

Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

Byun, Suk-Joonresearcher; Min, Byung-SunWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01

11

Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

Rhee, Dong Woo; Byun, Suk Joonresearcher; Kim, SolWILEY-BLACKWELLASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02

12

Implied risk aversion and volatility risk premiums

Yoon, SunJoong; Byun, Suk JoonresearcherChapman & HallAPPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01

13

Intraday volatility forecasting from implied volatility

Byun, Suk Joonresearcher; Rhee, Dong Woo; Kim, SolEmerald Group Publishing Ltd.INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, v.7, no.1, pp.83 - 100, 2011-02

14

Foreign investors and corporate governance in Korea

Kim, In Joon; Eppler-Kim, Jiyeon; Kim, Wi Saeng; Byun, Suk JoonresearcherELSEVIER SCIENCE BVPACIFIC-BASIN FINANCE JOURNAL, v.18, no.4, pp.390 - 402, 2010

15

IS VOLATILITY RISK PRICED IN THE KOSPI 200 INDEX OPTIONS MARKET?

Yoon, Sun-Joong; Byun, Suk JoonresearcherJOHN WILEY & SONS INCJOURNAL OF FUTURES MARKETS, v.29, no.9, pp.797 - 825, 2009-09

16

An Examination of Affine Term Structure Models

Byun, Suk Joonresearcher; Lee, Jin TaeKOREAN SECURITIES ASSOCASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.38, pp.491 - 519, 2009-08

17

KOSPI 200 지수 옵션 시장의 변동성 스프레드와 위험회피도

변석준researcher; 강병진; 윤선중한국재무학회재무연구, v.20, no.3, pp.97 - 126, 2007-12

18

Properties of the Integral Equation Arising in the Valuation of American Options

Byun, Suk JoonresearcherNational Cheng Kung UniversityASIA PACIFIC MANAGEMENT REVIEW, v.10, no.5, pp.315 - 320, 2005

19

Valuing and Hedging American Options under Time-Varying Volatility

Kim, In Joonresearcher; Byun, Suk Joonresearcher; Lim, Sonya SeongyeonWorld ScientificJOURNAL OF DERIVATIVES ACCOUNTING, v.1, no.2, pp.195 - 204, 2004-09

20

Valuation of Arithmetic Average Reset Options

Kim, In Joon; Chang, Geun Hyuk; Byun, Suk JoonresearcherINST INVESTOR INCJOURNAL OF DERIVATIVES, v.11, no.1, pp.70 - 80, 2003

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