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Sung Ik Kim
Sung Ik Kim
Department of Economics and Finance, Louisiana State University Shreveport
Подтвержден адрес электронной почты в домене lsus.edu - Главная страница
Название
Процитировано
Процитировано
Год
Tempered stable structural model in pricing credit spread and credit default swap
SI Kim, YS Kim
Review of Derivatives Research 21, 119-148, 2018
102018
ARMA-GARCH Model with Fractional Generalized Hyperbolic Innovations
SI Kim
Financial Innovation 8 (48), 2022
62022
Factor Copula Model for Portfolio Credit Risk
SI Kim, YS Kim
International Journal of Theoretical and Applied Finance 24 (4), 2021
12021
A Comparative Study of Firm Value Models: Default Risk of Corporate Bonds
SI Kim
Finance Research Letters 56, 2023
2023
International Equity Portfolio Performance - to Hedge or not to Hedge Foreign Currency Risk
SI Kim, Y Shen, C Hsieh
The Empirical Economics Letters 19 (12), 1401 - 1411, 2020
2020
A New Stochastic Process with Long-Range Dependence
SI Kim, YS Kim
Journal of Statistical Theory and Applications 19 (3), 432-438, 2020
2020
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