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1

A COMPARISON OF CONDITIONAL AND UNCONDITIONAL APPROACHES IN VALUE-AT-RISK ESTIMATION

PILSUN CHOI, INSIK MIN

Journal:

Japanese Economic Review

Year:

2011

Language:

english

File:

PDF, 199 KB

english, 2011

2

-

Pilsun Choi, Insik Min, Keehwan Park

Journal:

Economics Letters

Year:

2012

Language:

english

File:

PDF, 203 KB

english, 2012

3

Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution

Pilsun Choi, Kiseok Nam

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 642 KB

english, 2008

4

Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

Kwang-il Choe, Pilsun Choi, Kiseok Nam, Farshid Vahid

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 300 KB

english, 2012

5

Marginal or copula: which one is critical?

Choi, Pilsun, Min, Insik

Journal:

Applied Economics Letters

Year:

2013

Language:

english

File:

PDF, 123 KB

english, 2013

6

[IEEE 2014 International Conference on Information Networking (ICOIN) - Phuket, Thailand (2014.02.10-2014.02.12)] The International Conference on Information Networking 2014 (ICOIN2014) - A sequential pattern mining using dynamic in stream environment

Pilsun Choi,, Hwan Kim,, Buhyun Hwang,

Year:

2014

Language:

english

File:

PDF, 293 KB

english, 2014

7

Risk Premium and Convexity Premium in the Stock Return

Park, Keehwan, Choi, Pilsun, Kim, Saekwon

Journal:

Asia-Pacific Journal of Financial Studies

Year:

2012

Language:

english

File:

PDF, 179 KB

english, 2012

8

Estimating endogenous switching regression model with a flexible parametric distribution function: application to Korean housing demand

Choi, Pilsun, Min, Insik

Journal:

Applied Economics

Year:

2009

Language:

english

File:

PDF, 193 KB

english, 2009

9

[ACM Press the 6th International Conference - Kuala Lumpur, Malaysia (2012.02.20-2012.02.22)] Proceedings of the 6th International Conference on Ubiquitous Information Management and Communication - ICUIMC '12 - Real-time pattern map mining for USN application

Kim, Jaein, Choi, Pilsun, Hwang, Buhyun

Year:

2012

Language:

english

File:

PDF, 299 KB

english, 2012

10

[ACM Press the 6th International Conference - Kuala Lumpur, Malaysia (2012.02.20-2012.02.22)] Proceedings of the 6th International Conference on Ubiquitous Information Management and Communication - ICUIMC '12 - Real-time sequential pattern mining for USN system

Kim, Jaein, Choi, Pilsun, Hwang, Buhyun

Year:

2012

Language:

english

File:

PDF, 417 KB

english, 2012

11

[ACM Press the 11th International Conference - Beppu, Japan (2017.01.05-2017.01.07)] Proceedings of the 11th International Conference on Ubiquitous Information Management and Communication - IMCOM '17 - Dynamic weighted sequential pattern mining for USN system

Choi, Pilsun, Hwang, Buhyun

Year:

2017

Language:

english

File:

PDF, 311 KB

english, 2017

12

Measuring environmental inequality from air pollution and health conditions

Choi, Pilsun, Min, Insik

Journal:

Applied Economics Letters

Year:

2020

File:

PDF, 787 KB

2020