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Closed-Form Likelihood Expansi...
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Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon
-
2010
Persistent link: https://www.econbiz.de/10003989053
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2
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 45-65
Persistent link: https://www.econbiz.de/10009751254
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3
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Choi, Seungmoon
-
2011
Persistent link: https://www.econbiz.de/10009412142
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4
Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
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5
Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
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6
Networks and favor exchange norms under stochastic costs
Choi, Seungmoon
;
Masson, Virginie
;
Moore, Angus
;
Oak, Mandar
-
2013
Persistent link: https://www.econbiz.de/10009736780
Saved in:
7
Comparison of the Korean and US stock markets using continuous-time stochastic volatility models
Choi, Seungmoon
- In:
Han gug gae bal yeon gu
40
(
2018
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011954453
Saved in:
8
How does daylight saving time affect electricity demand? : an answer using aggregate data from a natural experiment in Western Australia
Choi, Seungmoon
;
Pellen, Alistair
;
Masson, Virginie
- In:
Energy economics
66
(
2017
),
pp. 247-260
Persistent link: https://www.econbiz.de/10011896479
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9
Maximum likelihood estimation of continuous-time diffusion models for exchange rates
Choi, Seungmoon
;
Lee, Jaebum
- In:
East Asian economic review
24
(
2020
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10012225756
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10
국면전환 확산과정모형을 이용한 콜금리행태 분석 (Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model)
Choi, Seungmoon
-
2017
Korean Abstract : 이 논문에서는 한국의 주별 익일물 콜금리를 사용해 국면전환 확산과정모형을 추정했다. 일반적인 비선형 추세 함수와 분산 탄력성이 상수인 변동성 함수를 갖는 확산과정모형에서 모수들이 경제상황에 따라...
Persistent link: https://www.econbiz.de/10012963150
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