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~isPartOf:"Journal of Empirical Finance"
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Kim, Chang-Jin
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Nelson, Charles R.
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Bae, Jinho
1
Morley, James C.
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Startz, Richard
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Journal of Empirical Finance
Journal of money, credit and banking : JMCB
16
NBER Working Paper
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
9
Journal of empirical finance
8
Journal of monetary economics
7
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Working paper / National Bureau of Economic Research, Inc.
7
The review of economics and statistics
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International economic review
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Working Papers / Department of Economics, University of Washington
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The journal of finance : the journal of the American Finance Association
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Macroeconomic dynamics
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Working paper
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Carnegie-Rochester Conference Series on Public Policy
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Journal of applied econometrics
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Journal of macroeconomics
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Monetary and economic studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of business : B
2
Development of the monetary sector, prediction and policy analysis in the FRB-MIT-Penn model
1
Discussion Paper Series / Institute of Economic Research, Korea University
1
Econometric Society 2004 Far Eastern Meetings
1
Econometric Society 2004 North American Winter Meetings
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Econometrics
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Economic time series with random walk and other nonstationary components
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Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-Jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10005152384
Saved in:
2
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of Empirical Finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10005194293
Saved in:
3
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10005198989
Saved in:
4
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of Empirical Finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10005199021
Saved in:
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