Citation profile for Kwangmin Jung

Kwangmin Jung : Citation Profile

Universität St. Gallen

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

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:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju170
   Updated: 2025-03-08    RAS profile: 2025-01-08
   Missing citations? Add them    Incorrect content? Let us know

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 Economics	3
Palgrave Communications	2

Recent works citing Kwangmin Jung (2025 and 2024)

Year	Title of citing document
2025	Cyber 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
2024	Large 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
2024	Cyber 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. Full description at Econpapers \|\| Download paper
2025	CEO 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. Full description at Econpapers \|\| Download paper
2024	Adaptive 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. Full description at Econpapers \|\| Download paper
2024	Large 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:

Year	Title	Type	Cited
2022	Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data In: Papers. [Full Text][Citation analysis]	paper	6
2022	Next 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
2024	Optimal reinsurance with a systemic surplus shock In: Economics Letters. [Full Text][Citation analysis]	article	0
2022	Unraveling heterogeneity in cyber risks using quantile regressions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	1
2018	Copula approaches for modeling cross-sectional dependence of data breach losses In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	22
2020	Risk aggregation in non-life insurance: Standard models vs. internal models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis]	article	2
2023	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. [Full Text][Citation analysis]	article	0
2023	Correction: 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. [Full Text][Citation analysis]	article	0
2022	Heterogeneity in cyber loss severity and its impact on cyber risk measurement In: Risk Management. [Full Text][Citation analysis]	article	0
2023	CEO political orientation, risk taking, and firm performance: evidence from the U.S. property-liability insurance industry In: Economics of Governance. [Full Text][Citation analysis]	article	2
2024	Tropical 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]	article	0
2021	Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk In: North American Actuarial Journal. [Full Text][Citation analysis]	article	7