Yang-Ho Park

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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
Beyond Stochastic Volatility and Jumps in Returns and Volatility
Journal of Business and Economic Statistics
2025-01-20Paper
Variance disparity and market frictions
Journal of Econometrics
2020-02-11Paper
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Journal of Econometrics
2016-03-01Paper
Application of approximate chemical Jacobians for constant volume reaction and shock-induced combustion
Applied Numerical Mathematics
2001-01-01Paper


Research outcomes over time


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