Details about Jung-Suk Yu

Homepage:	https://sites.google.com/site/jungsukyu/home?authuser=0
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) Department of Urban Planning and Real Estate, College of Social Sciences, Dankook University, (more information at EDIRC)

Access statistics for papers by Jung-Suk Yu.

Last updated 2024-11-04. Update your information in the RePEc Author Service.

Short-id: pyu42

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Working Papers

2006

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
See also Journal Article Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets, Journal of Banking & Finance, Elsevier (2007) View citations (21) (2007)

2004

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

Journal Articles

2007

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 View citations (9)
Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets
Journal of Banking & Finance, 2007, 31, (9), 2751-2769 View citations (21)
See also Working Paper Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets, Working Papers (2006) (2006)

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