Changha Jin

Personal Details

First Name:	Changha
Middle Name:
Last Name:	Jin
Suffix:
RePEc Short-ID:	pji134
	[This author has chosen not to make the email address public]

Affiliation

College of Economics and Business Administration
Hanyang University

Ansan, South Korea
http://ibus.hanyang.ac.kr/
RePEc:edi:cbhaykr (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Changha Jin & Alan J. Ziobrowski, 2011. "Using Value-at-Risk to Estimate Downside Residential Market Risk," Journal of Real Estate Research, American Real Estate Society, vol. 33(3), pages 389-414.

   Cited by:

   1. Dag Einar Sommervoll & Jan de Haan, 2014. "Homes and Castles: Should We Care about Idiosyncratic Risk?," Land Economics, University of Wisconsin Press, vol. 90(4), pages 700-716.
   2. Stavros Degiannakis & Apostolos Kiohos, 2014. "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(2), pages 216-232, March.
      • Degiannakis, Stavros & Kiohos, Apostolos, 2014. "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," MPRA Paper 80438, University Library of Munich, Germany.
   3. Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
   4. Chyi Lin Lee, 2017. "An examination of the risk-return relation in the Australian housing market," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 10(3), pages 431-449, June.
   5. Chang, Kuang-Liang, 2020. "An investigation on mixed housing-cycle structures and asymmetric tail dependences," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).

2. Changha Jin & Paul Gallimore, 2010. "The effects of information presentation on real estate market perceptions," Journal of Property Research, Taylor & Francis Journals, vol. 27(3), pages 239-246, April.

   Cited by:

   1. Luc Meunier & Sima Ohadi, 2023. "When are two portfolios better than one? A prospect theory approach," Theory and Decision, Springer, vol. 94(3), pages 503-538, April.
   2. Akshita Singh & Shailendra Kumar & Utkarsh Goel & Amar Johri, 2023. "Behavioural biases in real estate investment: a literature review and future research agenda," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.

More information

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Statistics

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Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:

1. Korean Economists

Corrections

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