Access Statistics for Kyungsub Lee
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Marked Hawkes process modeling of price dynamics and volatility estimation | 0 | 0 | 0 | 6 | 0 | 3 | 6 | 39 |
| Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data | 0 | 0 | 0 | 9 | 0 | 3 | 5 | 27 |
| Performance of tail hedged portfolio with third moment variation swap | 0 | 0 | 0 | 3 | 1 | 3 | 4 | 18 |
| Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach | 0 | 0 | 0 | 10 | 3 | 3 | 3 | 18 |
| Total Working Papers | 0 | 0 | 0 | 28 | 4 | 12 | 18 | 102 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Marked Hawkes process modeling of price dynamics and volatility estimation | 0 | 0 | 2 | 37 | 6 | 15 | 24 | 151 |
| Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data | 0 | 0 | 0 | 11 | 0 | 3 | 4 | 75 |
| Performance of Tail Hedged Portfolio with Third Moment Variation Swap | 0 | 0 | 0 | 4 | 1 | 1 | 4 | 24 |
| Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach | 0 | 0 | 0 | 5 | 0 | 3 | 3 | 32 |
| Total Journal Articles | 0 | 0 | 2 | 57 | 7 | 22 | 35 | 282 |
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