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~person:"Kim, Young Min"
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Kim, Young Min
Elliott, Robert J.
48
Casarin, Roberto
42
Billio, Monica
39
Waggoner, Daniel F.
37
Siu, Tak Kuen
34
Dijk, Herman K. van
28
Guidolin, Massimo
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Gupta, Rangan
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Tsionas, Efthymios G.
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Zha, Tao
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Bauwens, Luc
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24
Lütkepohl, Helmut
24
Piger, Jeremy Max
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Reffett, Kevin L.
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Sola, Martin
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Balbus, Lukasz
22
Kim, Chang-jin
22
Chauvet, Marcelle
21
Chib, Siddhartha
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Cui, Zhenyu
21
Dufays, Arnaud
21
Kohn, Robert
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Krolzig, Hans-Martin
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Josephson, Jens
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
2
Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Kim, Young Min
;
Kang, Kyu Ho
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 391-436
Persistent link: https://www.econbiz.de/10013349134
Saved in:
3
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
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