Young Shin Kim

Tempered stable and tempered infinitely divisible GARCH models

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi et al. · Journal of Banking & Finance · 2010 · 105 citations

Finite Model Theory, Mathematical Modelling, Divisible Garch Models +1

A PDA and wireless web-integrated system for quality inspection and defect management of apartment housing projects

Young Shin Kim, Se W. Oh, Yong K. Cho et al. · Automation in Construction · 2007 · 100 citations

Engineering, Defect Management, Structural Health Monitoring +6

Financial market models with Lévy processes and time-varying volatility

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi et al. · Journal of Banking & Finance · 2007 · 96 citations

Economics, Volatility Modeling, Multivariate Stochastic Volatility +7

Time series analysis for financial market meltdowns

Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi et al. · Journal of Banking & Finance · 2010 · 92 citations

Economics, Financial Economics, Finance +6

<scp>Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks</scp>

Thomas F. Coleman, Young Shin Kim, Y. Li et al. · Journal of Risk & Insurance · 2007 · 86 citations · Full text

Financial Risk Management, Financial Mathematics, Asset Pricing +17