Soosung Hwang

From MaRDI portal
Person:3625280



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
Long-term dynamic asset allocation under asymmetric risk preferences
European Journal of Operational Research
2023-11-14Paper
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models
Communications in Statistics. Simulation and Computation
2009-05-12Paper
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
Econometric Theory
2001-03-29Paper


Research outcomes over time


This page was built for person: Soosung Hwang