//-->
The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis.
Kim, Chang-Jin, (1989)
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin, (2004)
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components.
Kim, Chang-Jin, (1999)