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Mean reversion in stock prices...
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1
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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2
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
;
Nelson, Charles R.
;
Startz, Richard
-
1988
Persistent link: https://www.econbiz.de/10000759184
Saved in:
3
Predictable stock returns : reality or statistical illusion?
Nelson, Charles R.
;
Kim, Myung-jig
-
1990
Persistent link: https://www.econbiz.de/10000788661
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Stress EAD : experience of 2003 Korea credit card distress
Kim, Myung-jig
- In:
Journal of economic research
13
(
2008
)
1
,
pp. 73-102
Persistent link: https://www.econbiz.de/10003740687
Saved in:
8
Downturn LGD, best estimate of expected loss, and potential LGD under Basel II : Korean experience
Kim, Myung-jig
- In:
Journal of economic research
11
(
2006
)
2
,
pp. 203-223
Persistent link: https://www.econbiz.de/10003472046
Saved in:
9
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
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10
A Markov model of heteroskedasticity, risk, and learning in the stock market
Turner, Christopher M.
- In:
Journal of financial economics
25
(
1989
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001086147
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