Details about Jungjun Park
Access statistics for papers by Jungjun Park.
Last updated 2025-03-21. Update your information in the RePEc Author Service.
Short-id: ppa1402
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Journal Articles
Working Papers
2023
- Black-Litterman Asset Allocation under Hidden Truncation Distribution
Papers, arXiv.org
Journal Articles
2025
- Unveiling market turning points: Analysing skewness, kurtosis and Hurst exponent in intraday data
Journal of Risk Management in Financial Institutions, 2025, 18, (2), 149-170