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Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
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Volatility and jump risk in Korean financial markets
Kim, Myung-jig - In: Journal of economic research 1 (1996) 2, pp. 349-368
Persistent link: https://www.econbiz.de/10001222454
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A Markov switching factor model of coincident and leading indicators
Kim, Myung-jig - In: Journal of economic research 1 (1996) 2, pp. 253-272
Persistent link: https://www.econbiz.de/10001222463
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Transient fads and the crash of '87
Kim, Chang-jin - In: Journal of applied econometrics 11 (1996) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10001196178
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New index of coincident indicators : a multivariate Markov switching factor model approach
Kim, Myung-jig - In: Journal of monetary economics 36 (1995) 3, pp. 607-630
Persistent link: https://www.econbiz.de/10001197729
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Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig - In: The review of economic studies 58 (1991) 4, pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
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Contagion and reverse contagion : the case of the Korean financial crisis
Yoo, Ji-sung - In: Journal of economic research 3 (1998) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10001251072
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Mean reversion in stock price? : a reappraisal of the empirical evidence
Kim, Myung-jig - In: Kyŏngje-yŏn'gu 11 (1990) 1, pp. 261-293
Persistent link: https://www.econbiz.de/10001095430
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Predictable stock returns : reality or statistical illusion?
Nelson, Charles R.; Kim, Myung-jig - 1990
Persistent link: https://www.econbiz.de/10000788661
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Supervising operational risks : a new index of key risk indicators approach
Kim, Myung-jig; Won, Dae-shik - In: Journal of economic research 16 (2011) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10009929744