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Search: "Lee, Joon-haeng"
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Lee, Joon-haeng
6
Diebold, Francis X.
2
Weinbach, Gretchen C.
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Kim, Bong-han
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Kim, Bonghan
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Lee, Joon-Haeng
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The Korean economic review
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1
Valuation of long-maturity KIKO options under the stochastic volatility model
Lee, Joon-haeng
;
Song, Junmo
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
4
,
pp. 492-529
Persistent link: https://www.econbiz.de/10010407444
Saved in:
2
Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Kim, Bonghan
;
Lee, Joon-haeng
- In:
The Korean economic review
17
(
2001
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10001652201
Saved in:
3
Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Kim, Bong-han
;
Lee, Joon-haeng
- In:
The Korean economic review
17
(
2001
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10009934450
Saved in:
4
Are exchange rates predictable? : Markov switching model with endogenous transition probabilities
Lee, Joon-haeng
- In:
Journal of economic theory and econometrics : journal …
1
(
1995
),
pp. 127-154
Persistent link: https://www.econbiz.de/10001560796
Saved in:
5
Regime switching with time-varying transition probabilities
Diebold, Francis X.
;
Lee, Joon-haeng
;
Weinbach, Gretchen C.
-
1993
Persistent link: https://www.econbiz.de/10000145073
Saved in:
6
Nonstationary Markov switching models of exchange rates : the pound-dollar exchange rate
Lee, Joon-haeng
-
1991
Persistent link: https://www.econbiz.de/10000843508
Saved in:
7
Regime switching with time-varying transition probabilities
Diebold, Francis X.
;
Lee, Joon-Haeng
;
Weinbach, Gretchen C.
-
Federal Reserve Bank of Philadelphia
-
1993
Persistent link: https://www.econbiz.de/10005717295
Saved in:
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