Conditioning of convex piecewise linear stochastic programs A Shapiro, T Homem-de-Mello, J Kim Mathematical Programming 94 (1), 1-19, 2002 | 100 | 2002 |
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 | 20 | 2015 |
Loss given default modelling under the asymptotic single risk factor assumption J Kim, KH Kim Yonsei Univ. 36, 223-236, 2006 | 19 | 2006 |
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 | 18 | 2011 |
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 | 12 | 2015 |
Event tree based sampling J Kim Computers & operations research 33 (5), 1184-1199, 2006 | 12 | 2006 |
Heavy tails in foreign exchange markets: Evidence from Asian countries J Kim Journal of Finance and Economics 3 (1), 1-14, 2015 | 9 | 2015 |
Estimation of optimality gap using stratified sampling J Kim Applied mathematics and computation 171 (2), 710-720, 2005 | 9 | 2005 |
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 | 9 | 2005 |
A parametric alternative to the Hill estimator for heavy-tailed distributions JHT Kim, J Kim Journal of Banking & Finance 54, 60-71, 2015 | 6 | 2015 |
Simulation based approach for measuring concentration risk J Kim, D Lee | 6 | 2007 |
Implied volatility using variance decomposition method J Kim, W Kim, K Kim MPRA Paper 936, 27, 2006 | 5 | 2006 |
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 | 4 | 2014 |
Fuzzy regression towards a general insurance application JHT Kim, J Kim Journal of applied mathematics & informatics 32 (3), 343-357, 2014 | 4 | 2014 |
Revisiting a story of two countries in East Asia after Abenomics D Park, J Kim Applied Economics Letters 22 (4), 255-260, 2015 | 3 | 2015 |
Conditioning of stochastic programs A Shapiro, J Kim, T Homem-de-Mello Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät …, 2000 | 3 | 2000 |
Intra and offshore trade in the euro zone and trade imbalances JH Kim, J Kim Applied Economics Letters 21 (15), 1060-1064, 2014 | 2 | 2014 |
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 | 2 | 2010 |
Option pricing with generalized logistic distributions J Kim, HO Kim Working Paper, Yonsei Economic Research Institute Working Paper Series …, 2014 | 1 | 2014 |
Stochastic programming approach to asset liability management under uncertainty J Kim Georgia Institute of Technology, 2000 | 1 | 2000 |