Soosung Hwang

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 1

Publications

Vasileios E. Kontosakos, Soosung Hwang, Vasileios Bill Kallinterakis, Athanasios A. Pantelous
Long-term dynamic asset allocation under asymmetric risk preferences. Eur. J. Oper. Res. 312 (2) (2024)
Soosung Hwang, Pedro L. Valls Pereira
The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models. Commun. Stat. Simul. Comput. 37 (3) (2008)