Browse "MT-Journal Papers(저널논문)" by Subject VARIANCE
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| Analysis of the Unbalanced Linear Model Based on the Balanced Model Kim, Byung-Chun; Sunwoo, Hasik, JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.56, no.4, pp.373 - 385, 1997-11 |
| Efficient VaR and CVaR Measurement via Stochastic Kriging Chen, Xi; Kim, Kyoung-Kuk, INFORMS JOURNAL ON COMPUTING, v.28, no.4, pp.629 - 644, 2016-09 |
| 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 |
| INFORMATION CONTENT OF VOLATILITY SPREADS Kang, BJ; Kim, Tong Suk; Yoon, SJ, JOURNAL OF FUTURES MARKETS, v.30, no.6, pp.533 - 558, 2010-06 |
| Jump variation estimation with noisy high frequency financial data via wavelets Zhang, Xin; Kim, Donggyu; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09 |
| Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm Kim, Kyoung-Kuk; Park, Kun Soo, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.237, no.2, pp.634 - 648, 2014-09 |
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