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 | 1 | 7 | 0 | 0 | 20 | 56 |
| Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data | 0 | 0 | 0 | 9 | 0 | 1 | 6 | 30 |
| Performance of tail hedged portfolio with third moment variation swap | 0 | 1 | 1 | 4 | 0 | 2 | 10 | 25 |
| Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach | 0 | 0 | 0 | 10 | 0 | 1 | 7 | 22 |
| Total Working Papers | 0 | 1 | 2 | 30 | 0 | 4 | 43 | 133 |
| 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 | 1 | 38 | 0 | 2 | 32 | 168 |
| Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data | 0 | 0 | 0 | 11 | 1 | 1 | 8 | 80 |
| Performance of Tail Hedged Portfolio with Third Moment Variation Swap | 0 | 0 | 0 | 4 | 0 | 0 | 5 | 28 |
| Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach | 0 | 0 | 0 | 5 | 0 | 1 | 15 | 44 |
| Total Journal Articles | 0 | 0 | 1 | 58 | 1 | 4 | 60 | 320 |
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