Browse "School of Management Engineering(경영공학부)" by Author Byun, Suk Joon
Showing results 1 to 39 of 39
| A Comprehensive Look at the Return Predictability of Variance Risk Premia Byun, Suk Joon; Frijns, Bart; Roh, Tai-Yong, JOURNAL OF FUTURES MARKETS, v.38, no.4, pp.425 - 445, 2018-04 |
| Ad Hoc Black and Scholes Procedures with the Time-to-Maturity Byun, Suk Joon; Kim, Sol; Rhee, Dong Woo, Review of Pacific Basin Financial Markets and Policies, v.21, no.1, pp.1 - 21, 2018-03 |
| An Examination of Affine Term Structure Models Byun, Suk Joon; Lee, Jin Tae, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.38, pp.491 - 519, 2009-08 |
| Continuing Overreaction and Stock Return Predictability Byun, Suk Joon; Lim, Sonya S.; Yun, Sang Hyun, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.51, no.6, pp.2015 - 2046, 2016-12 |
| Downside uncertainty shocks in the oil and gold markets Roh, Tai-Yong; Byun, Suk Joon; Xu, Yahua, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.66, pp.291 - 307, 2020-03 |
| Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02 |
| Essays in volatilities in the financial derivatives markets = 금융파생상품 시장에서의 변동성에 관한 연구link Chang, Ki Cheon; 장기천; et al, 한국과학기술원, 2015 |
| Essays on investor herding behavior and stock market = 주식시장에서의 투자자의 군집행동에 대한 연구link Jung, Hyun Sik; Byun, Suk Joon; 변석준; Kang, Jang Koo; et al, 한국과학기술원, 2018 |
| Essays on the measurement of systemic risk in the korean financial market and the analysis of carbon tax policy = 한국금융시장 시스템위험의 측정 및 탄소세 정책의 분석에 관한 연구link Cho, Sang Heum; Byun, Suk Joon; et al, 한국과학기술원, 2017 |
| Essays on the merton model and a trading strategy based on the accruals anomaly = Merton 모형과 발생액 이상현상 하의 투자전략에 관한 연구link Hwang, So Young; 황소영; et al, 한국과학기술원, 2015 |
| Essays on the role of equity options = 주식 옵션 시장의 역할에 관한 연구link Kim, Da Hea; 김다혜; et al, 한국과학기술원, 2015 |
| Essays on the volatility forecasting of financial assets = 금융 자산의 변동성 예측에 관한 연구link Cho, Hangjun; 조항준; et al, 한국과학기술원, 2015 |
| Essays on time-varying risk premium in stocks and options market = 주식 및 옵션 시장의 시변 위험 프리미엄에 대한 연구link Roh, Tai-yong; 노태용; et al, 한국과학기술원, 2015 |
| Estimation of stochastic volatility and option prices Byun, Suk Joon; Hyun, Jung-Soon; Sung, Woon Jun, JOURNAL OF FUTURES MARKETS, v.41, no.3, pp.349 - 360, 2021-03 |
| Estimation of Stochastic Volatility with High and Low Prices Byun, Suk Joon; Hyun, Jung-Soon; Sung, Woonjun, 1st Conference on Recent Developments in Financial Econometrics and Applications, Journal of Banking and Finance, 2014-12-04 |
| Forecasting carbon futures volatility using GARCH models with energy volatilities Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11 |
| Foreign Investors and Corporate Governance in Korea Byun, Suk Joon; Kim, IJ; Kim, J.E.; Kim, WS, European Financial Management Conference, 2005 |
| Foreign Investors and Corporate Governance in Korea Byun, Suk Joon; Kim, WS; Kim, J.E.; Kim, IJ, Multinational Finance Society conference, 2005 |
| Foreign investors and corporate governance in Korea Kim, In Joon; Eppler-Kim, Jiyeon; Kim, Wi Saeng; Byun, Suk Joon, PACIFIC-BASIN FINANCE JOURNAL, v.18, no.4, pp.390 - 402, 2010 |
| Gambling preference and individual equity option returns Byun, Suk Joon; Kim, Da-Hea, JOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10 |
| Implied risk aversion and volatility risk premiums Yoon, SunJoong; Byun, Suk Joon, APPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01 |
| Index options open interest and stock market returns Seo, Sung Won; Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF FUTURES MARKETS, v.40, no.6, pp.989 - 1010, 2020-06 |
| Intraday volatility forecasting from implied volatility Byun, Suk Joon; Rhee, Dong Woo; Kim, Sol, INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, v.7, no.1, pp.83 - 100, 2011-02 |
| Investor sentiment and the MAX effect : evidence from Korea = 투자자 심리와 맥스(MAX) 효과 : 한국의 주식시장을 중심으로link Kim, Dong Hoon; Byun, Suk Joon; et al, 한국과학기술원, 2019 |
| Is Stochastic Volatility always Priced on Index Options? Byun, Suk Joon; Yoon, Sun Joong, Asia Pacific Association of Derivatives 5th Conference, 2008-02 |
| IS VOLATILITY RISK PRICED IN THE KOSPI 200 INDEX OPTIONS MARKET? Yoon, Sun-Joong; Byun, Suk Joon, JOURNAL OF FUTURES MARKETS, v.29, no.9, pp.797 - 825, 2009-09 |
| Mispricing and the MAX effect in the Korean stock m = 한국 주식시장에서의 주식가격오류와 MAX효과link Choi, Min Soo; Byun, Suk Joon; et al, 한국과학기술원, 2021 |
| New Bounds on American Option Prices Byun, Suk Joon; Kim, In Joon; Chang, Geun Hyuk, Bachelier Finance Society 5th World Congress, 2008 |
| New Bounds on American Option Prices Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, 2008 China International Conference, 2008 |
| Optimal Exercise Boundary in a Binomial Option pricing Model Kim, In Joon; Byun, Suk Joon, JOURNAL OF FINANCIAL ENGINEERING, v.3, no.2, pp.137 - 158, 1994-06 |
| Overreactions in the Foreign Currency Options Market Han, JoongHo; Kang, Byung Jin; Chang, Ki Cheon; Byun, Suk Joon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.45, no.3, pp.380 - 404, 2016-06 |
| Properties of the Integral Equation Arising in the Valuation of American Options Byun, Suk Joon, ASIA PACIFIC MANAGEMENT REVIEW, v.10, no.5, pp.315 - 320, 2005 |
| Relationships between American puts and calls on futures contracts Byun, Suk Joon; Kim, In Joon, JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, v.4, no.2, pp.11 - 20, 2000-12 |
| The information content of risk-neutral skewness for volatility forecasting Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF EMPIRICAL FINANCE, v.23, pp.142 - 161, 2013-09 |
| The role of the variance premium in Jump-GARCH option pricing models Byun, Suk Joon; Jeon, Byoung Hyun; Min, Byungsun; Yoon, Sun-Joong, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10 |
| (The) effect of Korea and U.S. monetary policy on Korean stock market = 한국과 미국의 통화정책이 한국 주식시장에 미치는 영향link Han, Myung Hun; Byun, Suk Joon; et al, 한국과학기술원, 2022 |
| Valuation of Arithmetic Average Reset Options Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, JOURNAL OF DERIVATIVES, v.11, no.1, pp.70 - 80, 2003 |
| Valuing and Hedging American Options under Time-Varying Volatility Kim, In Joon; Byun, Suk Joon; Lim, Sonya Seongyeon, JOURNAL OF DERIVATIVES ACCOUNTING, v.1, no.2, pp.195 - 204, 2004-09 |
| Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps Byun, Suk Joon; Chang, Ki Cheon, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.40, pp.88 - 102, 2015-07 |
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- 602 Thesis(Master)
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Open Access
Date issued
- 625 2020 - 2024
- 1,614 2010 - 2019
- 1,349 2000 - 2009
- 1,082 1990 - 1999
- 192 1980 - 1989