Sungju Chun, Ph.D.
Affiliations: | 2012 | Boston University, Boston, MA, United States |
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"Sungju Chun"Parents
Sign in to add mentor| Pierre Perron | grad student | 2012 | Boston University | |
| (Three essays on statistical inference for stock return predictions and capital asset pricing models.) | ||||
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Publications
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| Chun S, Perron P. (2013) Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run Applied Economics. 45: 3512-3528 |
| Perron P, Chun S, Vodounou C. (2013) Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices Journal of Empirical Finance. 20: 42-62 |