Browse "MT-Journal Papers(저널논문)" by Author Park, Frank C.
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A geometric treatment of time-varying volatilities Han, Chulwoo; Park, Frank C.; Kang, Jangkoo, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 |
| Efficient value-at-risk estimation for mortgage-backed securities Han, Chulwoo; Park, Frank C.; Kang, Jang-Koo, JOURNAL OF RISK, v.9, no.3, pp.37 - 61, 2007-03 |
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