DSpace at KOASAS

Researcher Page

사진
Byun, Suk Joon (변석준)
교수, (경영공학부)
Co-researchers
    Similar researchers

    Keyword Cloud

    Reload 더보기
    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Investor sentiment and the MAX effect: evidence from Korea

    Kim, Donghoon; Byun, Suk-Joonresearcher; Jeon, Byounghyun, APPLIED ECONOMICS, v.55, no.3, pp.319 - 331, 2023-01

    2
    Risk, ambiguity, and equity premium: International evidence

    Kim, Eung-Bin; Byun, Suk-Joonresearcher, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.76, pp.321 - 335, 2021-11

    3
    Estimation of stochastic volatility and option prices

    Byun, Suk Joonresearcher; Hyun, Jung-Soonresearcher; Sung, Woon Jun, JOURNAL OF FUTURES MARKETS, v.41, no.3, pp.349 - 360, 2021-03

    4
    Index options open interest and stock market returns

    Seo, Sung Won; Byun, Suk Joonresearcher; Kim, Jun Sik, JOURNAL OF FUTURES MARKETS, v.40, no.6, pp.989 - 1010, 2020-06

    5
    Downside uncertainty shocks in the oil and gold markets

    Roh, Tai-Yong; Byun, Suk Joonresearcher; Xu, Yahua, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.66, pp.291 - 307, 2020-03

    6
    A Comprehensive Look at the Return Predictability of Variance Risk Premia

    Byun, Suk Joonresearcher; Frijns, Bart; Roh, Tai-Yong, JOURNAL OF FUTURES MARKETS, v.38, no.4, pp.425 - 445, 2018-04

    7
    Ad Hoc Black and Scholes Procedures with the Time-to-Maturity

    Byun, Suk Joonresearcher; Kim, Sol; Rhee, Dong Woo, Review of Pacific Basin Financial Markets and Policies, v.21, no.1, pp.1 - 21, 2018-03

    8
    Informed Trading in the Options Market and Stock Return Predictability

    Han, JoongHo; Kim, Da-Hea; 변석준researcher, JOURNAL OF FUTURES MARKETS, v.37, no.11, pp.1053 - 1093, 2017-11

    9
    Continuing Overreaction and Stock Return Predictability

    Byun, Suk Joonresearcher; Lim, Sonya S.; Yun, Sang Hyun, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.51, no.6, pp.2015 - 2046, 2016-12

    10
    Gambling preference and individual equity option returns

    Byun, Suk Joonresearcher; Kim, Da-Hea, JOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10

    11
    Overreactions in the Foreign Currency Options Market

    Han, JoongHo; Kang, Byung Jin; Chang, Ki Cheon; et al, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.45, no.3, pp.380 - 404, 2016-06

    12
    EUA 선물 옵션 시장에 내재된 적절한 모형 탐색

    변석준researcher; 김다혜; 노태용; et al, 선물연구, v.24, no.1, pp.97 - 118, 2016-02

    13
    The role of the variance premium in Jump-GARCH option pricing models

    Byun, Suk Joonresearcher; Jeon, Byoung Hyun; Min, Byungsun; et al, JOURNAL OF BANKING & FINANCE, v.59, pp.38 - 56, 2015-10

    14
    Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps

    Byun, Suk Joonresearcher; Chang, Ki Cheon, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.40, pp.88 - 102, 2015-07

    15
    Time-varying expected momentum profits

    Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; et al, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12

    16
    Forecasting carbon futures volatility using GARCH models with energy volatilities

    Byun, Suk Joonresearcher; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11

    17
    노출 기반 CFaR 위험헤지기법의 비금융기업 위험관리에의 활용 가능성 검증: POSCO 사례를 중심으로

    최현우; 조항준; 변석준researcher, 대한경영학회지, v.26, no.10, pp.2755 - 2768, 2013-10

    18
    The information content of risk-neutral skewness for volatility forecasting

    Byun, Suk Joonresearcher; Kim, Jun Sik, JOURNAL OF EMPIRICAL FINANCE, v.23, pp.142 - 161, 2013-09

    19
    Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

    Byun, Suk-Joonresearcher; Min, Byung-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01

    20
    Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility

    Rhee, Dong Woo; Byun, Suk Joonresearcher; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02
    Load more items
    Loading...

    rss_1.0 rss_2.0 atom_1.0