So Yeon Chun : Citation Profile


Are you So Yeon Chun?

2

H index

1

i10 index

18

Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   4 years (2009 - 2013). See details.
   Cites by year: 4
   Journals where So Yeon Chun has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch764
   Updated: 2019-10-15    RAS profile: 2015-05-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with So Yeon Chun.

Is cited by:

Sun, Edward (2)

Yu, Min-Teh (1)

Barthélémy, Fabrice (1)

Cites to:

Brueckner, Jan (3)

Shapiro, Alexander (2)

Gayle, Philip (2)

Peracchi, Franco (2)

Scaillet, Olivier (2)

Acerbi, Carlo (2)

Lee, Darin (1)

Chen, Yongmin (1)

Chen, Song (1)

Tasche, Dirk (1)

Carlton, Dennis (1)

Main data


Where So Yeon Chun has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing So Yeon Chun (2018 and 2017)


YearTitle of citing document
2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2018On risk measuring in the variance-gamma model. (2018). Roman, Ivanov . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:23-33:n:2.

Full description at Econpapers || Download paper

2018A Credit-Risk Valuation under the Variance-Gamma Asset Return. (2018). Ivanov, Roman V. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:58-:d:147258.

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2018Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles. (2018). Sun, Edward ; Yu, Min-Teh ; Wang, Yu-Jen. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9708-2.

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2018Superquantile/CVaR risk measures: second-order theory. (2018). Rockafellar, Tyrrell R ; Royset, Johannes O. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-016-2129-0.

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2018When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management. (2018). Barnard, Roger W ; Trindade, Alexandre A ; Pearce, Kent. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-017-2547-7.

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2018Ex-ante real estate Value at Risk calculation method. (2018). Barthélémy, Fabrice ; Amedee-Manesme, Charles-Olivier. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2046-7.

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2018Modified Distribution-Free Goodness-of-Fit Test Statistic. (2018). Yeon, SO ; Shapiro, Alexander ; Browne, Michael W. In: Psychometrika. RePEc:spr:psycho:v:83:y:2018:i:1:d:10.1007_s11336-017-9574-9.

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Works by So Yeon Chun:


YearTitleTypeCited
2009Normal versus Noncentral Chi-square Asymptotics of Misspecified Models In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2011Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics In: MPRA Paper.
[Full Text][Citation analysis]
paper13
2011Revenue management in resource exchange seller alliances In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2013Resource Exchange Seller Alliances.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper

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