Kwangmin Jung : Citation Profile


Universität St. Gallen

3

H index

1

i10 index

40

Citations

RESEARCH PRODUCTION:

11

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 6
   Journals where Kwangmin Jung has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju170
   Updated: 2025-03-08    RAS profile: 2025-01-08    
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Relations with other researchers


Works with:

Eling, Martin (3)

Kim, Donggyu (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kwangmin Jung.

Is cited by:

Kim, Donggyu (4)

Fan, Jianqing (1)

Andriosopoulos, Dimitris (1)

Cites to:

Eling, Martin (12)

Engle, Robert (10)

Fan, Jianqing (7)

Bollerslev, Tim (5)

Wirfs, Jan (4)

Fama, Eugene (4)

Laurent, Sébastien (4)

HASAN, IFTEKHAR (3)

Biener, Christian (3)

French, Kenneth (3)

Schoar, Antoinette (2)

Main data


Where Kwangmin Jung has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics3
Palgrave Communications2

Recent works citing Kwangmin Jung (2025 and 2024)


YearTitle of citing document
2025Cyber Risk Assessment for Capital Management. (2022). Zhang, Linfeng ; Hu, Hins ; Feng, Runhuan ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2205.08435.

Full description at Econpapers || Download paper

2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

Full description at Econpapers || Download paper

2024Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General. (2023). Wong, Bernard ; Taylor, Greg ; Tan, Xingyun ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786.

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2025CEO political orientation and loan contract. (2025). Choi, Changhwan ; Thanh, Do Thi ; Chung, Chune Young. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00709-0.

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2024Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data. (2024). Fan, Jianqing ; Shin, Minseok ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202419.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Choi, Sung Hoon ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202424.

Full description at Econpapers || Download paper

Works by Kwangmin Jung:


YearTitleTypeCited
2022Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data In: Papers.
[Full Text][Citation analysis]
paper6
2022Next generation models for portfolio risk management: An approach using financial big data.(2022) In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2024Optimal reinsurance with a systemic surplus shock In: Economics Letters.
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article0
2022Unraveling heterogeneity in cyber risks using quantile regressions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
2018Copula approaches for modeling cross-sectional dependence of data breach losses In: Insurance: Mathematics and Economics.
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article22
2020Risk aggregation in non-life insurance: Standard models vs. internal models In: Insurance: Mathematics and Economics.
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article2
2023Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea In: Palgrave Communications.
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article0
2023Correction: Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea In: Palgrave Communications.
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article0
2022Heterogeneity in cyber loss severity and its impact on cyber risk measurement In: Risk Management.
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article0
2023CEO political orientation, risk taking, and firm performance: evidence from the U.S. property-liability insurance industry In: Economics of Governance.
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article2
2024Tropical cyclone risk assessment reflecting the climate change trend: the case of South Korea In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
[Full Text][Citation analysis]
article0
2021Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk In: North American Actuarial Journal.
[Full Text][Citation analysis]
article7

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