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Nelson, Charles R.
40
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10
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10
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8
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6
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4
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4
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3
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2
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2
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ECONIS (ZBW)
48
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1
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
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2
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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3
Measuring Korea's potential GDP and trend unemployment rate
Kim, Myung-jig
;
Yoo, Ji-sung
- In:
Journal of economic theory and econometrics : journal …
5
(
1999
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10001506151
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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
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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
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7
New index of coincident indicators : a multivariate Markov switching factor model approach
Kim, Myung-jig
- In:
Journal of monetary economics
36
(
1995
)
3
,
pp. 607-630
Persistent link: https://www.econbiz.de/10001197729
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8
Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
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9
A Markov switching factor model of coincident and leading indicators
Kim, Myung-jig
- In:
Journal of economic research
1
(
1996
)
2
,
pp. 253-272
Persistent link: https://www.econbiz.de/10001222463
Saved in:
10
Assessing sovereign debt strategies under alternative term structure models
Choi, Geon-ho
;
Kim, Myung-jig
;
Lee, Hangyong
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10009231504
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