Concepedia

Namwon Hyung

NH

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Publications

10

Citations

1.3K

H-Index

10

Active since

1999

Affiliations

University of Seoul(Current)

University of California San Diego

Tinbergen Institute

Erasmus University Rotterdam

Namwon Hyung is an author at University of Seoul specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceEconomicsEngineeringAsset PricingAccountingManagementStatisticsForecastingEconometrics

Publications per year

1999–2008

10

Publications

10

Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns

Clive W. J. Granger, Namwon Hyung · Journal of Empirical Finance · 2004 · 798 citations

Empirical Finance, Financial Economics, Asset Pricing +10

Occasional Structural Breaks and Long Memory

Clive W. J. Granger, Namwon Hyung · eScholarship (California Digital Library) · 1999 · 150 citations · Full text

Spurious regressions with stationary series

Clive W. J. Granger, Namwon Hyung, Yongil Jeon · Applied Economics · 2001 · 146 citations · Full text

Portfolio Diversification Effects of Downside Risk

Namwon Hyung · Journal of Financial Econometrics · 2005 · 50 citations

Downside Risk, Risk Metric, Asset Allocation +16

Structural breaks and long memory in US inflation rates: Do they matter for forecasting?

Namwon Hyung, Philip Hans Franses, Jack H.W. Penm · Research in International Business and Finance · 2005 · 41 citations

Structural Breaks, Monetary Policy, Economics +10

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