Jaeho Yun

Density Forecast Evaluations via a Simulation-Based Dynamic Probability Integral Transformation*

Jaeho Yun, Jaeho Yun, 2018, Journal of Financial Econometrics.

Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models

Jaeho Yun, Jaeho Yun, Hyejung Moon, 2013 .