Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Sa Young Lee"'
Autor:
Yali Li, Sa-Young Lee
Publikováno v:
The e-Business Studies. 23:97-113
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f03162bcbe85b8b819365952fb6f4a4
https://doi.org/10.20462/tebs.2022.11.23.6.97
https://doi.org/10.20462/tebs.2022.11.23.6.97
Autor:
Sa-Young Lee
Publikováno v:
The e-Business Studies. 19:303-315
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77ca6ccd1c228d876763bec1c679750b
https://doi.org/10.20462/tebs.2018.2.19.1.303
https://doi.org/10.20462/tebs.2018.2.19.1.303
Publikováno v:
Journal of Power Electronics. 17:442-452
This paper deals with the input-output modeling of a vector controlled PMSM drive system and design of a simple multiple model adaptive control (MMAC) scheme with desired transient responses. We present a discrete-time modeling technique using closed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0e1166fe97a93c39bf3b0a7a267ead7
https://doi.org/10.6113/jpe.2017.17.2.442
https://doi.org/10.6113/jpe.2017.17.2.442
Publikováno v:
Emerging Markets Finance & Trade. Jul/Aug2009, Vol. 45 Issue 4, p13-35. 23p. 5 Charts.
Autor:
Sa-Young Lee
Publikováno v:
The e-Business Studies. 12:95-113
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f71b5c79aa3a5e549591767f6ce38c6
https://doi.org/10.15719/geba.12.1.201103.95
https://doi.org/10.15719/geba.12.1.201103.95
Publikováno v:
Emerging Markets Finance and Trade. 45:13-35
This paper explores a possible link between an asymmetric dynamic process of stock returns and profitable technical trading rules. Using Pacific Basin stock market indexes, we show that the dynamic process of daily index returns is better characteriz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::33c62c25953a06187f9d908da6c555c2
https://doi.org/10.2753/ree1540-496x450402
https://doi.org/10.2753/ree1540-496x450402
Publikováno v:
International Review of Financial Analysis. 9:405-420
Applying the generalized autoregressive conditional heteroskedasticity (GARCH) model to the Korean Stock Exchange, this study examines: (1) the statistical property of time-varying volatility in returns and trading volume data found in an emerging ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::997eec77d0385ef6da2a66863c1fe378
https://doi.org/10.1016/s1057-5219(00)00037-5
https://doi.org/10.1016/s1057-5219(00)00037-5
Publikováno v:
Journal of Power Electronics; Mar2017, Vol. 17 Issue 2, p442-452, 11p