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S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
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A Monte Carlo study of tests of blockwise weak separability
Barnett, William A. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 363-377
Persistent link: https://www.econbiz.de/10001069373
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Testing for structural change : the demand for meat
Choi, Seung-mook S. - In: American journal of agricultural economics 72 (1990) 1, pp. 227-236
Persistent link: https://www.econbiz.de/10001083276
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A comparison between the conventional econometric approach to structural inference and the nonparametric chaotic attractor approach
Barnett, William A. - In: Economic complexity : chaos, sunspots, bubbles and …, (pp. 141-212). 1989
Persistent link: https://www.econbiz.de/10001275396
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Monetary policy regime changes and the risk premium in the foreign exchange markets : a GARCH application
Choi, Seung-mook S. - In: Economics letters 37 (1991) 4, pp. 447-452
Persistent link: https://www.econbiz.de/10001120362
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A Monte Carlo study of tests of blockwise weak separability
Barnett, William A.; Choi, Seung-mook S. - In: Functional structure and approximation in econometrics, (pp. 257-288). 2004
Persistent link: https://www.econbiz.de/10003054325
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A numerical approach to American currency option valuation
Choi, Seung-mook S.; Marcozzi, Michael D. - In: The journal of derivatives : the official publication … 9 (2001) 2, pp. 19-29
Persistent link: https://www.econbiz.de/10001634680
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A regime switching model for the term structure of credit risk spreads
Choi, Seung-mook S.; Marcozzi, Michael D. - In: Journal of mathematical finance 5 (2015) 1, pp. 49-57
Persistent link: https://www.econbiz.de/10011398608
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Accounting for real exchange rate changes at long time horizons
Chen, Lein-lein Tsao; Choi, Seung-mook S.; Devereux, John - In: Journal of macroeconomics 46 (2015), pp. 264-277
Persistent link: https://www.econbiz.de/10011578243
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Alternative versions of the Coase theorem and the definition of transaction costs
Wohar, Mark E. - In: Quarterly journal of business and economics : QJBE 27 (1988) 1, pp. 3-19
Persistent link: https://www.econbiz.de/10001070228