Tempered stable structural model in pricing credit spread and credit default swap SI Kim, YS Kim Review of Derivatives Research 21, 119-148, 2018 | 10 | 2018 |
ARMA-GARCH Model with Fractional Generalized Hyperbolic Innovations SI Kim Financial Innovation 8 (48), 2022 | 6 | 2022 |
Factor Copula Model for Portfolio Credit Risk SI Kim, YS Kim International Journal of Theoretical and Applied Finance 24 (4), 2021 | 1 | 2021 |
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 |