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Journal Articles

The Volatility Dynamics of the Global REITs Market

Min A Lee, Kook Hyun Chang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (1): 113–139.

https://doi.org/10.1108/JDQS-01-2019-B0004

Published: 28 February 2019

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Journal Articles

Bootstrapping and Inflation Hedging Performance of Korean Equity Funds

Min-Goo Hong, Jeehye Kim, Kook-Hyun Chang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (3): 425–449.

https://doi.org/10.1108/JDQS-03-2017-B0005

Published: 31 August 2017

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Journal Articles

Jump Risk and Heteroscedasticity of KOSPI200 Intra-day Returns

Min-Goo Hong, Kook-Hyun Chang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (2): 243–264.

https://doi.org/10.1108/JDQS-02-2015-B0004

Published: 31 May 2015

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Journal Articles

A Study on the Empirical Performance of the Volatility Estimation Models

Jeehye Kim, Kook-Hyun Chang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (1): 73–97.

https://doi.org/10.1108/JDQS-01-2015-B0004

Published: 28 February 2015

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Journal Articles

Long Term Volatility of Interest Rate Swap and Macroeconomic Risk in Korean Market

Byung-Jo Yoon, Kook-Hyun Chang, 홍 민구

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (3): 255–273.

https://doi.org/10.1108/JDQS-03-2013-B0001

Published: 31 August 2013

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Journal Articles

CDS Premium and Jump Risk in Stock Market

Kook-Hyun Chang, Byung-Jo Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2012) 20 (3): 347–364.

https://doi.org/10.1108/JDQS-03-2012-B0004

Published: 31 August 2012

View article titled, CDS Premium and Jump Risk in Stock Market

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Journal Articles

Spot Trading Volume Volatility, Futures Trading Volume Volatility, and the Volatility of Korean Stock Market

Kook Hyun Chang, Byung Jo Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (2): 149–173.

https://doi.org/10.1108/JDQS-02-2011-B0002

Published: 31 May 2011

View article titled, Spot Trading Volume Volatility, Futures Trading Volume Volatility, and the Volatility of Korean Stock Market

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Journal Articles

Forecasting the Currency Spot with the Trading Volume and the Trading Volume Volatility of Currency Futures in Won/Dollar FX Market

Kook-Hyun Chang, Byung-Jo Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2010) 18 (3): 1–23.

https://doi.org/10.1108/JDQS-03-2010-B0001

Published: 31 August 2010

View article titled, Forecasting the Currency Spot with the Trading Volume and the Trading Volume Volatility of Currency Futures in Won/Dollar FX Market

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Journal Articles

Latent Factor Analysis of KOSDAQ Markets

Kook-Hyun Chang, Myung-Jig Kim

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2009) 17 (1): 77–96.

https://doi.org/10.1108/JDQS-01-2009-B0004

Published: 28 February 2009

View article titled, Latent Factor Analysis of KOSDAQ Markets

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Journal Articles

Volatility Smile Surface for Levy Option Pricing Model

Jun Hui Lee, Kook Hyun Chang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2004) 12 (1): 73–86.

https://doi.org/10.1108/JDQS-01-2004-B0004

Published: 30 May 2004

View article titled, Volatility Smile Surface for Levy Option Pricing Model

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Journal Articles

Articles : Estimating Term Structure Models for Korean Monetary Stabilization Bond: An Analysis of Trading Data

Kook-Hyun Chang, Seung Gyeom Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2003) 11 (1): 121–143.

https://doi.org/10.1108/JDQS-01-2003-B0005

Published: 31 May 2003

View article titled, Articles : Estimating Term Structure Models for Korean Monetary Stabilization Bond: An Analysis of Trading Data

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The Volatility Dynamics of the Global REITs Market

Bootstrapping and Inflation Hedging Performance of Korean Equity Funds

Jump Risk and Heteroscedasticity of KOSPI200 Intra-day Returns

A Study on the Empirical Performance of the Volatility Estimation Models

Long Term Volatility of Interest Rate Swap and Macroeconomic Risk in Korean Market

CDS Premium and Jump Risk in Stock Market

Spot Trading Volume Volatility, Futures Trading Volume Volatility, and the Volatility of Korean Stock Market

Forecasting the Currency Spot with the Trading Volume and the Trading Volume Volatility of Currency Futures in Won/Dollar FX Market

Latent Factor Analysis of KOSDAQ Markets

Volatility Smile Surface for Levy Option Pricing Model

Articles : Estimating Term Structure Models for Korean Monetary Stabilization Bond: An Analysis of Trading Data

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