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Browse "MT-Journal Papers(저널논문)" by Author Byun, Suk Joon

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Showing results 1 to 23 of 23

1	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
2	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
3	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
4	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
5	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
6	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
7	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
8	Forecasting carbon futures volatility using GARCH models with energy volatilities Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11
9	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
10	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
11	Implied risk aversion and volatility risk premiums Yoon, SunJoong; Byun, Suk Joon, APPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01
12	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
13	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
14	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
15	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
16	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
17	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
18	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
19	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
20	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
21	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
22	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
23	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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