Access Statistics for Beum Jo Park

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
A Dynamic Measure of Intentional Herd Behavior in Financial Markets 0 1 6 98 2 4 32 100
Total Working Papers 0 1 6 98 2 4 32 100


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 11 2 2 3 21
An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns 0 0 0 0 0 1 4 921
An interior point algorithm for nonlinear quantile regression 0 1 12 395 2 4 28 779
Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models 0 1 2 143 0 1 6 344
Asymmetric herding as a source of asymmetric return volatility 0 1 1 382 0 1 1 572
Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) 0 0 0 5 0 0 4 11
Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information 0 0 0 186 0 0 2 361
Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) 0 0 1 15 0 0 7 39
Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) 0 0 1 9 0 0 4 23
Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models 0 0 1 167 0 2 9 341
Surprising information, the MDH, and the relationship between volatility and trading volume 0 0 0 348 3 9 14 598
TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION* 0 0 0 163 0 0 0 287
The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) 0 0 0 9 0 3 8 23
The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) 0 0 0 3 0 0 3 16
The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) 0 0 0 1 0 0 1 9
Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents 0 0 2 194 0 2 7 307
Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework 0 0 0 66 0 0 5 129
Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean) 0 0 2 8 2 4 12 26
Total Journal Articles 0 3 22 2,105 9 29 118 4,807


Statistics updated 2021-01-03