المؤلفون: Steven Shu-Hsiu Chen, Hitesh Doshi, Sang Byung Seo

المصدر: Journal of Financial and Quantitative Analysis. 58:1295-1325

مصطلحات موضوعية: Economics and Econometrics, Accounting, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4214e8fd7014b5b27591971a00d00397
https://doi.org/10.1017/s0022109022000096

المؤلفون: Sang Byung Seo, Mete Kilic, Mohammad Ghaderi

المصدر: Journal of Financial Economics. 143:527-549

مصطلحات موضوعية: 040101 forestry, Consumption (economics), Variance risk premium, Economics and Econometrics, 050208 finance, Equity (economics), Ex-ante, Strategy and Management, 05 social sciences, Financial market, Perfect information, 04 agricultural and veterinary sciences, Monetary economics, Accounting, 0502 economics and business, Economics, 0401 agriculture, forestry, and fisheries, Portfolio, Asset (economics), Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8f371e9ee302fec3d337fac3b61a4806
https://doi.org/10.1016/j.jfineco.2021.05.030

المؤلفون: Sang Byung Seo, Mohammad Ghaderi

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Conditional volatility, Economics, Equity (finance), Econometrics, Business and International Management, Macro, Industrial and Manufacturing Engineering, Odds

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::05bfa744962ee81e89531f33c80b51d9
https://doi.org/10.2139/ssrn.3676120

المؤلفون: Doshi, Hitesh, Hyung Joo Kim, Sang Byung Seo

المصدر: Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series; Aug2023, preceding p1-47, 48p

مصطلحات موضوعية: DISASTERS, INTERBANK market, MACROECONOMICS, STOCK exchanges, CALIBRATION

المؤلفون: Guanglian Hu, Sang Byung Seo, Kris Jacobs

المصدر: The Review of Asset Pricing Studies. 12:500-542

مصطلحات موضوعية: Variance risk premium, Economics and Econometrics, Leverage effect, Econometrics, Economics, Market return, Empirical finding, Variance (accounting), Volatility risk, Conditional variance, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e691147afa1184d02f2c4614a2745c09
https://doi.org/10.1093/rapstu/raab027

المؤلفون: Sang Byung Seo

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://repository.upenn.edu/cgi/viewcontent.cgi?article%3D2937%26context%3Dedissertations.

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1026.8144; http://repository.upenn.edu/cgi/viewcontent.cgi?article%3D2937%26context%3Dedissertations

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1026.8144
http://repository.upenn.edu/cgi/viewcontent.cgi?article%3D2937%26context%3Dedissertations

المؤلفون: Sang Byung Seo, Mathieu Fournier, Hitesh Doshi, Jan Ericsson

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Empirical validity, Index (economics), Economics, Equity (finance), Econometrics, Variance (accounting), Asset (economics), Related derivatives, Compound option, Corporate security

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::7ec25cff20e8627979a10354c69e9bb9
https://doi.org/10.2139/ssrn.3885357

المؤلفون: Mohammad Ghaderi, Mete Kilic, Sang Byung Seo

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a74a47a9e0a14b72d8a7a9690f69645b
https://doi.org/10.2139/ssrn.3961315

المؤلفون: Sang Byung Seo, Jessica A. Wachter

المصدر: The Journal of Finance. 73:2343-2383

مصطلحات موضوعية: Consumption (economics), Economics and Econometrics, 050208 finance, Credit default swap, Index (economics), Collateralized debt obligation, Equity premium puzzle, 05 social sciences, Tranche, Monetary economics, Investment (macroeconomics), Accounting, 0502 economics and business, Economics, Rare events, 050207 economics, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4bde4582d33fa04f20545753a95d8d3c
https://doi.org/10.1111/jofi.12705

المؤلفون: Mete Kilic, Sang Byung Seo, Mohammad Ghaderi

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Variance risk premium, Ex-ante, Coronavirus disease 2019 (COVID-19), Financial market, Economics, Perfect information, Equity (finance), Portfolio, Monetary economics, Great recession

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e23c5b68aa8a92317b1f8c903be6c3fa
https://doi.org/10.2139/ssrn.3432127

المؤلفون: Hitesh Doshi, Sang Byung Seo, Hyung Joo Kim

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: External validity, History, Extended Kalman filter, Polymers and Plastics, Computer science, Maximum likelihood, Econometrics, Interbank lending market, Business and International Management, Industrial and Manufacturing Engineering, Stock (geology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8cfadf5a6dfdff164c203bb7f23afd97
https://doi.org/10.2139/ssrn.3469087

المؤلفون: Steven Chen, Sang Byung Seo, Hitesh Doshi

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Corporate bond, Ex-ante, Economics, Financial system, Monetary economics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::438eeac76b35e003822dbd56b61a68d6
https://doi.org/10.2139/ssrn.3286470

المؤلفون: Guanglian Hu, Sang Byung Seo, Kris Jacobs

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Variance risk premium, Leverage effect, Econometrics, Economics, Market return, Empirical finding, Volatility risk, Variance (accounting), Conditional variance, health care economics and organizations

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::0857819a0ed04cf94edec4ff22bb7970
https://doi.org/10.2139/ssrn.3227211

المؤلفون: Sang Byung Seo, Jessica A. Wachter

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Consumption (economics), Risk model, Financial economics, Equity premium puzzle, Market data, Aggregate (data warehouse), Economics, Econometrics, Consumption distribution, Implied volatility

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a525336727e9dcc492ff13f4af1e39ae
https://doi.org/10.2139/ssrn.2555700

المؤلفون: Sang Byung Seo, Jessica Wachter

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4ad0c54e58b6f3dac06708121cb7db4c
https://doi.org/10.3386/w22723

المؤلفون: Sang Byung Seo, Jessica A. Wachter

مصطلحات موضوعية: 050208 finance, Index (economics), Stock market volatility, Strategy and Management, 05 social sciences, Equity (finance), Management Science and Operations Research, jel:G12, jel:G13, 0502 economics and business, Kurtosis, Volatility smile, Econometrics, Economics, Capital asset pricing model, 050207 economics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::053aa8618c97ee3b41f2d7f8a73c1c89
http://www.nber.org/papers/w19611.pdf

المؤلفون: Sang Byung Seo, Jessica A. Wachter

Relation: https://doi.org/10.1287/mnsc.2017.2978

الاتاحة: https://doi.org/10.1287/mnsc.2017.2978

المؤلفون: Sang Byung Seo, Jessica A. Wachter

Relation: http://www.nber.org/papers/w19611.pdf

الاتاحة: http://www.nber.org/papers/w19611.pdf