| 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 |
3 |
5 |
34 |
| An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns |
0 |
0 |
0 |
0 |
1 |
5 |
12 |
951 |
| An interior point algorithm for nonlinear quantile regression |
0 |
0 |
1 |
427 |
2 |
5 |
11 |
874 |
| Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models |
0 |
0 |
0 |
146 |
2 |
5 |
5 |
353 |
| Asymmetric herding as a source of asymmetric return volatility |
0 |
0 |
0 |
390 |
6 |
14 |
17 |
604 |
| Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) |
0 |
0 |
0 |
5 |
2 |
2 |
3 |
17 |
| Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information |
0 |
0 |
1 |
192 |
2 |
3 |
5 |
380 |
| Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) |
0 |
1 |
1 |
27 |
1 |
3 |
6 |
82 |
| Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) |
0 |
0 |
0 |
11 |
3 |
6 |
6 |
46 |
| Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models |
0 |
0 |
0 |
172 |
3 |
6 |
7 |
364 |
| Surprising information, the MDH, and the relationship between volatility and trading volume |
0 |
0 |
0 |
354 |
6 |
6 |
7 |
633 |
| TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION* |
0 |
0 |
0 |
165 |
1 |
5 |
6 |
300 |
| The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market |
0 |
0 |
0 |
9 |
7 |
13 |
15 |
51 |
| The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) |
0 |
0 |
0 |
9 |
2 |
3 |
3 |
33 |
| The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) |
0 |
0 |
0 |
4 |
2 |
3 |
5 |
27 |
| The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) |
0 |
0 |
1 |
2 |
3 |
3 |
4 |
21 |
| Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents |
0 |
0 |
0 |
199 |
6 |
7 |
7 |
330 |
| Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework |
0 |
0 |
0 |
67 |
3 |
7 |
9 |
148 |
| Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean) |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
32 |
| Total Journal Articles |
0 |
1 |
4 |
2,201 |
53 |
99 |
133 |
5,280 |
LogEc is hosted by the
Örebro University School of Business.