Details about Byoung Hark Yoo
Access statistics for papers by Byoung Hark Yoo.
Last updated 2017-03-03. Update your information in the RePEc Author Service.
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- A Bayesian MCMC Algorithm for Markov Switching GARCH models
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (3)
Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (3)
- On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities
Asia-Pacific Journal of Risk and Insurance, 2016, 10, (1), 21-43
- THE VOLATILITY OF THE WON-DOLLAR EXCHANGE RATE DURING THE 2008-9 CRISIS
Journal of Economic Development, 2012, 37, (4), 61-77
- The Effects of Inter-Korean Integration Type on Economic Performance: The Role of Wage Policy
International Economic Journal, 2012, 26, (3), 447-470 View citations (1)
- The Korean stock market volatility during the currency crisis and the credit crisis
Japan and the World Economy, 2011, 23, (4), 246-252
- Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors
Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (2), 1-20 View citations (1)
- Decomposition of Domestic and International Linkages of the Korean Financial Markets
East Asian Economic Review, 2009, 13, (2), 145-172
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