Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note

von Park, Tae H.
Veröffentlicht in The journal of futures markets (1995)

Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads

von Park, Tae H.
Veröffentlicht in The journal of futures markets (1996)

Time-varying distributions and the optimal hedge ratios for stock index futures

von Park, Tae H.
Veröffentlicht in Applied financial economics (1995)

Forecasting interest rates and yield spreads : the informational content of implied futures yields and best-fitting forward rate models

von Park, Tae H.
Veröffentlicht in Journal of forecasting (1997)

Loan rate deregulation and credit market signalling equilibrium

von Yoon, Suk-heun
Veröffentlicht in Seoul journal of economics (1999)

Urban land development and its prices : the effects of conversion costs with redevelopment

von Park, Tae H.
Veröffentlicht in American Real Estate and Urban Economics Association Journal of the American Real Estate & Urban Economics Association (1994)

Risk management of real estate : the case of real estate swaps

von Park, Tae H.
Veröffentlicht in The journal of real estate finance and economics (1995)

Index participation units and the performance of index futures markets : evidence from the Toronto 35 index participation units market

von Park, Tae H.
Veröffentlicht in The journal of futures markets (1995)

The interactions between trading volume and volatility : evidence from the equity options markets

von Park, Tae H.
Veröffentlicht in Applied financial economics (1999)