Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Jongbyung Jun"'
Publikováno v:
Korea International Trade Research Institute. 13:25-49
Forecasting exchange rate movements is extremely difficult. While the usual forecast requires determining the size and sign of change, we investigate if the direction of change alone is easier to forecast. The accuracy rate of monthly forecasts based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4dc313fdecf0a37b567f617983a3fa6
https://doi.org/10.16980/jitc.13.5.201710.25
https://doi.org/10.16980/jitc.13.5.201710.25
Autor:
Jongbyung Jun, A. Tolga Ergün
Publikováno v:
Management Research Review. 34:810-820
PurposeThe purpose of this paper is to propose a simple regression‐based method of forecasting daily electricity demand, which may serve as a more accurate benchmark for short‐term forecasts.Design/methodology/approachIn order to make more effici
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cad6d092a4933ea6fba5df796f03658f
https://doi.org/10.1108/01409171111146698
https://doi.org/10.1108/01409171111146698
Publikováno v:
Information Economics and Policy. 22:354-364
The purpose of this paper is to investigate how different types of strategic interaction affect firms’ optimal levels of digital rights management (DRM). In our game-theoretical duopoly model, the firms do not directly compete with prices, but they
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04096d00ab50a7d93ebbf86ef896eead
https://doi.org/10.1016/j.infoecopol.2010.10.001
https://doi.org/10.1016/j.infoecopol.2010.10.001
Autor:
A. Tolga Ergün, Jongbyung Jun
Publikováno v:
The Quarterly Review of Economics and Finance. 50:264-272
We estimate several GARCH- and Extreme Value Theory (EVT)-based models to forecast intraday Value-at-Risk (VaR) and Expected Shortfall (ES) for S&P 500 stock index futures returns for both long and short positions. Among the GARCH-based models we con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e05eff42a24e950711eb80eaeb332ae8
https://doi.org/10.1016/j.qref.2010.03.003
https://doi.org/10.1016/j.qref.2010.03.003
Autor:
Jongbyung Jun
Publikováno v:
International Review of Economics & Finance. 17:477-489
The friction model is consistent with the hypothesis that a central bank intervenes in a foreign exchange market only if the necessity grows beyond certain thresholds. For this feature, the model is adopted in some recent studies as an attractive cen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ae44e44c661869610c17643f0a16a12
https://doi.org/10.1016/j.iref.2007.03.002
https://doi.org/10.1016/j.iref.2007.03.002
Autor:
A. Tolga Ergün, Jongbyung Jun
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 14
Recently, there has been much interest in modeling time-varying higher-order conditional moments in the density estimation context. These studies employ a moment-based methodology to test their specification of higher-order conditional moments. We co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b52edb284d92d115348e67be9728bf5f
https://doi.org/10.2202/1558-3708.1709
https://doi.org/10.2202/1558-3708.1709