Browse "MT-Journal Papers(저널논문)" by Author Jaesun Noh
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| Arbitrage Valuation of Variance Forecasts Jaesun Noh, ADVANCED FUTURES AND OPTIONS RESEARCH, v.6, no.0, pp.393 - 415, 1993-06 |
| Behavior of Cointegration Tests in the Presence of Structural Breaks in Variance Jaesun Noh, APPLIED ECONOMICS LETTERS, v.10, no.15, pp.999 - 1002, 2003-12 |
| Forecasting Volatility and Option Prices of the S&P 500 Index Jaesun Noh, JOURNAL OF DERIVATIVES, v.2, no.1, pp.17 - 30, 1994-10 |
| Testing for Unit Roots in Seasonal Time Series Jaesun Noh, JOURNAL OF ECONOMETRICS, v.62, no.2, pp.415 - 442, 1994-05 |
| The P/E Multiple and Market Volatility Jaesun Noh, FINANCIAL ANALYSTS JOURNAL, v.52, no.4, pp.16 - 24, 1996-07 |
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