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Information about:
Jung-Suk Yu

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Jung-Suk Yu in registering through RePEc. If you are Jung-Suk Yu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jung-Suk
Middle Name:
Last Name: Yu
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RePEc Short-ID: pyu42

Email:
Homepage: http://www.jung-suk.com
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Phone:

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Korean Economists

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006. "Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets," Working Papers 2005-03, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    Published as:

  2. Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004. "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers 2004-05, University of New Orleans, Department of Economics and Finance. [Downloadable!]

Articles

  1. Charles Rayhorn & M. Kabir Hassan & Jung-Suk Yu & Kenneth R. Janson, 2007. "Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non-Linearity, Thin Trading and Asymmetric Information," International Review of Finance, International Review of Finance Ltd., vol. 7(1-2), pages 21-34. [Downloadable!] (restricted)

  2. Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2007. "Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2751-2769, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2006-05-06 Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2005-04-03 2006-05-06 Author is listed
  3. NEP-FIN: Finance (2) 2005-04-03 2006-05-06 Author is listed
  4. NEP-FMK: Financial Markets (2) 2005-04-03 2006-05-06 Author is listed
  5. NEP-IFN: International Finance (1) 2006-05-06 Author is listed
  6. NEP-RMG: Risk Management (1) 2006-05-06 Author is listed
  7. NEP-SEA: South East Asia (2) 2005-04-03 2006-05-06 Author is listed
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This page was last updated on 2009-12-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.