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Details about Jung-Suk Yu

E-mail:
Homepage:http://www.jung-suk.com
Workplace:Department of Economics and Finance, College of Business and Administration, University of New Orleans, (more information at EDIRC)
Samsung Economic Research Institute (SERI), (more information at EDIRC)

Access statistics for papers by Jung-Suk Yu.

Last updated 2008-04-15. Update your information in the RePEc Author Service.

Short-id: pyu42


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Working Papers

2006

  1. Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets
    Working Papers, University of New Orleans, Department of Economics and Finance Downloads
    See also Journal Article in Journal of Banking & Finance (2007)

2004

  1. Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets
    Working Papers, University of New Orleans, Department of Economics and Finance Downloads

Journal Articles

2007

  1. Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non‐Linearity, Thin Trading and Asymmetric Information
    International Review of Finance, 2007, 7, (1‐2), 21-34 Downloads View citations (9)
  2. Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
    Journal of Banking & Finance, 2007, 31, (9), 2751-2769 Downloads View citations (14)
    See also Working Paper (2006)
 
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