Jaesun Noh

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Review of Derivatives Research
2013-10-29Paper
Small sample properties of \(\text{GARCH}(1,1)\) estimator under non-normality
Economics Letters
1998-07-22Paper


Research outcomes over time


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