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subject:"United States"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Kim, Chang-jin"
~subject:"Portfolio-Management"
~subject:"Statistical distribution"
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Kim, Chang-jin
Lucas, André
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Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Unobserved-component time series models with Markov-switching heteroscedasticity : changes in regime and the link between inflation rates and inflation uncertainty
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 341-349
Persistent link: https://www.econbiz.de/10001146826
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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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