Browse "College of Business(경영대학)" by Author Noh, Jaesun
Showing results 1 to 7 of 7
| Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts Noh, Jaesun; Engle, RobertF.; Kane, Alex, REVIEW OF DERIVATIVES RESEARCH, v.1, no.2, pp.139 - 157, 1996-06 |
| Long Run Probability of Default and BASEL II Capital Allocation Noh, Jaesun, KAIST Business School Working Paper Series KBS-WP-2008-013, 2008-09 |
| Small sample properties of GARCH(1,1) estimator under non-normality Noh, Jaesun, ECONOMICS LETTERS, v.55, no.2, pp.161 - 164, 1997 |
| Spurious Mean-Reversion of Stock Prices in the State-Space Model Choi, Won Hyeok; Jun, Duk Bin; Kim, Dong Soo; Noh, Jaesun, KAIST Business School Working Paper Series KBS-WP-2008-010, 2008-05 |
| The relationship between R&D concentration and industry R&D intensity: A simple model and some evidence Lee, Chang-Yang; Noh, Jaesun, ECONOMICS OF INNOVATION AND NEW TECHNOLOGY, v.18, no.4, pp.353 - 368, 2009 |
| (The) US subprimee crisis' domino in China : empirical study of the crsis contagion = empirical study of the crsis contagionlink Cai, Mengzhe; Noh, Jaesun; et al, 한국과학기술원, 2008 |
| 상태-공간 모형에서의 주가의 가성 평균-회귀 최, 원혁; 전, 덕빈; 김, 동수; 노, 재선; Choi, Won Hyeok; Jun, Duck Bin; Kim, Dong Soo; et al, 한국경영과학회지, Vol.36, No.1, pp.13-26, 2011-03 |
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