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