Concepedia

Suk Joon Byun

SJ

Statistics

Publications

8

Citations

572

H-Index

8

Active since

2005

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Suk Joon Byun is an author at Korea Advanced Institute of Science and Technology specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingEngineeringVolatility ModelingEconomicsForecastingFinancial EconomicsStatisticsGarch Models

Publications per year

2005–2017

8

Publications

8

Forecasting carbon futures volatility using GARCH models with energy volatilities

Suk Joon Byun, Hangjun Cho · Energy Economics · 2013 · 308 citations

Forecasting Methodology, Volatility Modeling, Economic Forecasting +9

Foreign investors and corporate governance in Korea

In Joon Kim, Jiyeon Eppler-Kim, Wi Saeng Kim et al. · Pacific-Basin Finance Journal · 2010 · 106 citations

Ownership Structure, International Finance, International Capital Market +7

Continuing Overreaction and Stock Return Predictability

Suk Joon Byun, Sonya S. Lim, Sang Hyun Yun · Journal of Financial and Quantitative Analysis · 2016 · 51 citations

Signed Volumes, Investment Strategy, Financial Economics +11

The information content of risk-neutral skewness for volatility forecasting

Suk Joon Byun, Jun Sik Kim · Journal of Empirical Finance · 2013 · 39 citations

Volatility Modeling, Engineering, Asset Pricing +7

The role of the variance premium in Jump-GARCH option pricing models

Suk Joon Byun, Byoung Hyun Jeon, Byungsun Min et al. · Journal of Banking & Finance · 2015 · 23 citations

Economics, Volatility Modeling, Option Pricing +7

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