Browse "School of Management Engineering(경영공학부)" byAuthorJaesun Noh

Showing results 1 to 5 of 5

1
Arbitrage Valuation of Variance Forecasts

Jaesun Nohresearcher, ADVANCED FUTURES AND OPTIONS RESEARCH, v.6, no.0, pp.393 - 415, 1993-06

2
Behavior of Cointegration Tests in the Presence of Structural Breaks in Variance

Jaesun Nohresearcher, APPLIED ECONOMICS LETTERS, v.10, no.15, pp.999 - 1002, 2003-12

3
Forecasting Volatility and Option Prices of the S&P 500 Index

Jaesun Nohresearcher, JOURNAL OF DERIVATIVES, v.2, no.1, pp.17 - 30, 1994-10

4
Testing for Unit Roots in Seasonal Time Series

Jaesun Nohresearcher, JOURNAL OF ECONOMETRICS, v.62, no.2, pp.415 - 442, 1994-05

5
The P/E Multiple and Market Volatility

Jaesun Nohresearcher, FINANCIAL ANALYSTS JOURNAL, v.52, no.4, pp.16 - 24, 1996-07

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