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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
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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
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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
Saved in:
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
Saved in:
10
E-recruiting: categories and analysis of Fortune 100 career Web sites
Lee, In
- In:
E-Human resources management : managing knowledge people
,
(pp. 86-100)
.
2005
Persistent link: https://www.econbiz.de/10003406173
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