C. S. Pyun

Finance · 2001–2007

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom C. S. Pyun trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jonathan H. Wright
  2. Yoon-Jae Whang

Who trusts C. S. Pyun overall

  1. Frank H. Westerhoff

Papers from C. S. Pyun's perspective

Ordered by how strongly the researchers C. S. Pyun trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  2. A multiple variance ratio test using subsampling
  3. Alternative Variance-Ratio Tests Using Ranks and Signs
  4. Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore
  5. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
  6. Intraday periodicity and volatility persistence in financial markets
  7. Why Do Absolute Returns Predict Volatility So Well
  8. The memory of stochastic volatility models
  9. Statistics for long-memory processes
  10. On the Economic Sources of Stock Market Volatility

Their papers