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A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig - In: Kyŏngje-yŏn'gu 16 (1995) 2, pp. 287-305
Persistent link: https://www.econbiz.de/10001205483
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Measuring Korea's potential GDP and trend unemployment rate
Kim, Myung-jig; Yoo, Ji-sung - In: Journal of economic theory and econometrics : journal … 5 (1999) 1, pp. 43-64
Persistent link: https://www.econbiz.de/10001506151
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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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Modelling business cycles via common trends - common cycles model
Kim, Myung-jig - In: Journal of economic research 2 (1997) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10001243898
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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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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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Duration dependence in Korean business cycles : evidence and its implication based on Gibbs sampling approach to regime-switching model
Kim, Myung-jig - In: Seoul journal of economics 9 (1996) 2, pp. 123-144
Persistent link: https://www.econbiz.de/10001229233