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Joocheol Kim
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Cited by
Cited by
Year
Conditioning of convex piecewise linear stochastic programs
A Shapiro, T Homem-de-Mello, J Kim
Mathematical Programming 94 (1), 1-19, 2002
1002002
Financial derivatives usage and monetary policy transmission: Evidence from Korean Firm-level data
D Park, J Kim
Global Economic Review 44 (1), 101-115, 2015
202015
Loss given default modelling under the asymptotic single risk factor assumption
J Kim, KH Kim
Yonsei Univ. 36, 223-236, 2006
192006
A delay financial model with stochastic volatility; martingale method
MK Lee, JH Kim, J Kim
Physica A: Statistical Mechanics and its Applications 390 (16), 2909-2919, 2011
182011
Financial regulation, exchange rate exposure, and hedging activities: Evidence from Korean firms
JH Kim, J Kim
Emerging Markets Finance and Trade 51 (sup1), S152-S173, 2015
122015
Event tree based sampling
J Kim
Computers & operations research 33 (5), 1184-1199, 2006
122006
Heavy tails in foreign exchange markets: Evidence from Asian countries
J Kim
Journal of Finance and Economics 3 (1), 1-14, 2015
92015
Estimation of optimality gap using stratified sampling
J Kim
Applied mathematics and computation 171 (2), 710-720, 2005
92005
An investigation of the relationship between bond market volatility and trading activities: Korea treasury bond futures market
J Kim
Applied Financial Economics Letters 1 (1), 25-29, 2005
92005
A parametric alternative to the Hill estimator for heavy-tailed distributions
JHT Kim, J Kim
Journal of Banking & Finance 54, 60-71, 2015
62015
Simulation based approach for measuring concentration risk
J Kim, D Lee
62007
Implied volatility using variance decomposition method
J Kim, W Kim, K Kim
MPRA Paper 936, 27, 2006
52006
Option Implied Tail Index and Volatility Based on Heavy-tailed Distributions: Evidence from KOSPI 200 Index Options Market
J Kim, HO Kim
Global Economic Review 43 (3), 269-284, 2014
42014
Fuzzy regression towards a general insurance application
JHT Kim, J Kim
Journal of applied mathematics & informatics 32 (3), 343-357, 2014
42014
Revisiting a story of two countries in East Asia after Abenomics
D Park, J Kim
Applied Economics Letters 22 (4), 255-260, 2015
32015
Conditioning of stochastic programs
A Shapiro, J Kim, T Homem-de-Mello
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2000
32000
Intra and offshore trade in the euro zone and trade imbalances
JH Kim, J Kim
Applied Economics Letters 21 (15), 1060-1064, 2014
22014
Nonparametric forecasting with one-sided kernel adopting pseudo one step ahead data
JW Kim, JC Kim
Proceedings of the Autumn Conference of the Korean Data and Information …, 2010
22010
Option pricing with generalized logistic distributions
J Kim, HO Kim
Working Paper, Yonsei Economic Research Institute Working Paper Series …, 2014
12014
Stochastic programming approach to asset liability management under uncertainty
J Kim
Georgia Institute of Technology, 2000
12000
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Articles 1–20