Publications
by members of
Department of Urban Planning and Real Estate
College of Social Sciences
Dankook University
Yongin, South Korea
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2006
- 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.
- 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.
2004
- 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.
Journal articles
2007
- 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, March.
- 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.
- 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.