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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, (1996)
Modelling business cycles via common trends - common cycles model
Kim, Myung-jig, (1997)
A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig, (1995)