fnctId=profInfo,fnctNo=21 교수소개 한영욱 Han, Young Wook 메일 보내기 직위 교수 연구분야 Financial Time Seies Data Analysis: Fractional Integration Method and Long Memory Approach 연락처 033-248-1820 이메일 ywhan@hallym.ac.kr 학력사항 Education 1995.08 ~ 2001.01 박사 Michigan State Univ. (계량경제/경제통계/비교경제) 1993.08 ~ 1995.05 석사 Michigan State Univ. (계량경제/경제통계/비교경제) 1983.03 ~ 1987.02 학사 연세대학교 (행정학일반) 경력사항 Career 등록된 경력사항 데이터가 없습니다. 분류 연구실적Research results 수상/상훈Award 교수소개(연구실적) - 날짜, 제목, 학술지명, 학술지 구분 날짜 제목 학술지명 학술지 구분 2023.03 The Importance of Jumps and Structural Breaks in the Long Memory Volatility of Cryptocurrency Prices 金融工學硏究 국내전문 2022.06 A Fractional Integration Analysis on Daily FX Implied Volatility: Long Memory Feature and Structural Changes 아태비즈니스연구 국내전문 2020.05 Time-of-Day Pattern and Long Memory Volatility in High Frequency Foreign Exchange Rates across Trading Time Zones 보험금융연구 국내전문 2019.08 Long Memory Volatility and Bernoulli Jumps in Daily Crypto Currency Prices 보험금융연구 국내전문 2019.01 Long Memory Volatility, Central Bank Intervention and Uncovered Interest Rate Parity in the 1920s Exchange Markets KOREAN ECONOMIC REVIEW 국제전문 2017.12 Empirical comparisons on the effects of the US and the Japan quantitative easing policies on the Asian exchange rates 금융안정연구 국내전문 2016.09 Quantitative Comparisons on the Intrinsic Features of Foreign Exchange Rates Between the 1920s and the 2010s: Case of the USD-GBP Exchange Rate East Asian Economic Review 국내전문 2015.09 Jumps and Long Memory Volatility Property in Daily Crude Oil Prices: Case of the Dubai Oil 에너지경제연구 국내전문 2014.03 Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian crisis vs. the Global crisis Journal of East Asian Economic Integration 국내전문 2013.03 High Frequency Interest Rate Differentials and Long Memory Property in Forward Premium Anomaly 金融工學硏究 국내전문 처음 이전페이지 13 1 2 3 다음 페이지 끝 목록
