Yeon Chang Park

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In this paper we measure time-varying uncertainty of macroeconomic variables and study the links to asset returns via a consumption-based asset pricing model. To this end, we introduce a stochastic volatility model and propose a Bayesian procedure identifying the model for multivariate processes. Novel features of our volatility setup include a unit root(More)
Online prices are increasingly being used for measurement and research applications, yet little is known about their relation to prices collected offline, where most retail transactions take place. I conduct the first large-scale comparison of prices simultaneously collected from the websites and physical stores of 56 large multi-channel retailers in 10(More)
One of major reasons of failure of solder joints is known as the thermal fatigue. Also, The failure of the solder joints under the thermal fatigue loading is influenced by varying boundary conditions such as the material of solder joint, the materials of substrates(related the difference in CTE), the height of solder, the Distance of the solder joint from(More)
A general expression for gene number estimation which encompasses the conventional formula was derived. It provides a basis for gene number estimation from the data of recurrent selection experiments that are not of sufficient duration to measure total response to selection.Gene number estimates are considerably more reliable when heritability is high. The(More)
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