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 6 115 0 1 19 185
Total Working Papers 0 1 6 115 0 1 19 185


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 0 0 1 29
An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns 0 0 0 0 0 1 3 940
An interior point algorithm for nonlinear quantile regression 0 0 5 427 0 2 14 866
Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models 0 0 0 146 0 0 0 348
Asymmetric herding as a source of asymmetric return volatility 0 0 0 390 0 0 3 588
Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) 0 0 0 5 0 0 1 15
Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information 0 0 0 191 0 0 0 375
Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) 0 0 0 26 0 0 1 77
Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) 0 0 0 11 0 0 2 40
Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models 0 0 1 172 0 0 3 357
Surprising information, the MDH, and the relationship between volatility and trading volume 0 0 1 354 0 0 4 626
TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION* 0 0 0 165 0 0 0 294
The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market 0 0 2 9 1 2 7 38
The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) 0 0 0 9 0 0 0 30
The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) 0 0 0 4 0 1 1 23
The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) 0 1 1 2 0 1 7 18
Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents 0 0 0 199 0 0 1 323
Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework 0 0 0 67 0 0 1 140
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 10 2,199 1 7 49 5,159


Statistics updated 2025-07-04