| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean) |
0 |
0 |
0 |
13 |
1 |
1 |
6 |
35 |
| An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns |
0 |
0 |
0 |
0 |
3 |
4 |
16 |
955 |
| An interior point algorithm for nonlinear quantile regression |
0 |
0 |
0 |
427 |
2 |
4 |
14 |
878 |
| Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models |
0 |
0 |
0 |
146 |
1 |
1 |
6 |
354 |
| Asymmetric herding as a source of asymmetric return volatility |
0 |
1 |
1 |
391 |
1 |
7 |
23 |
611 |
| Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) |
0 |
0 |
0 |
5 |
0 |
6 |
8 |
23 |
| Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information |
0 |
0 |
1 |
192 |
3 |
4 |
9 |
384 |
| Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) |
0 |
0 |
1 |
27 |
1 |
6 |
11 |
88 |
| Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) |
0 |
0 |
0 |
11 |
3 |
3 |
9 |
49 |
| Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models |
0 |
0 |
0 |
172 |
2 |
2 |
9 |
366 |
| Surprising information, the MDH, and the relationship between volatility and trading volume |
0 |
0 |
0 |
354 |
1 |
3 |
10 |
636 |
| TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION* |
0 |
1 |
1 |
166 |
3 |
4 |
10 |
304 |
| The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market |
0 |
0 |
0 |
9 |
5 |
8 |
22 |
59 |
| The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) |
0 |
0 |
0 |
9 |
2 |
2 |
5 |
35 |
| The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
28 |
| The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
22 |
| Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents |
0 |
0 |
0 |
199 |
2 |
3 |
10 |
333 |
| Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework |
0 |
0 |
0 |
67 |
1 |
5 |
13 |
153 |
| Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean) |
0 |
1 |
1 |
10 |
1 |
3 |
3 |
35 |
| Total Journal Articles |
0 |
3 |
5 |
2,204 |
33 |
68 |
193 |
5,348 |
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