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Song-Yon Kim

Identifiers

  • name variant Song-Yon Kim 0.60 · backfill

Papers (2)

  1. Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model) q-fin.PR · 2013 · author #2
  2. The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet math-ph · 2013 · author #1

Mentions

  • 1309.1647 #2 · backfill · confidence 0.70 Song-Yon Kim
  • 1303.4867 #1 · backfill · confidence 0.70 Song-Yon Kim

Frequent Coauthors