The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models. - Soosung Hwang; Pedro L. Valls Pereira (Commun. Stat. Simul. Comput., 2008)

Long-term dynamic asset allocation under asymmetric risk preferences. - Vasileios E. Kontosakos; Soosung Hwang; Vasileios Bill Kallinterakis; Athanasios A. Pantelous (Eur. J. Oper. Res., 2024)