引用次数
引用: 155
H-指数: 6
I10-指数 : 4
出版物: 17
Networks and Favor Exchange Norms under Stochastic Costs
Mandar Oak , Virginie Masson , Angus Moore , Seungmoon Choi
Research Papers in Economics
2013
Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates
Seungmoon Choi
Economic Analysis (Quarterly) 21 ( 4) 28 -58
2015
Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models
Seungmoon Choi
KDI Journal of Economic Policy 40 ( 4) 1 -22
2018
Recent Development of Closed-form Approximate (Log-)Transition Probability Density Functions of Diffusion Processes
Seungmoon Choi
Journal of Economic Theory and Econometrics 31 ( 1) 97 -152
2020
Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)
Byungkuk Kim , Seungmoon Choi
Economic Analysis (Quarterly) 23 ( 1) 23 -54
2017
KDI Journal of Economic Policy: November 2018
Jisun Baek , Sungho Lee , WooRam Park , Jaepil Han
Korea Development Institute
2018
How does daylight saving time affect electricity demand? An answer using aggregate data from a natural experiment in Western Australia
Seungmoon Choi , Alistair Pellen , Virginie Masson
Energy Economics 66 247 -260
10
2017
Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates
Seungmoon Choi , Jaebum Lee
East Asian Economic Review 24 ( 1) 61 -87
2020
Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate
Seungmoon Choi
Studies in Nonlinear Dynamics and Econometrics 13 ( 1) 1 -41
20
2009
Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions
Seungmoon Choi
Journal of Econometrics 174 ( 2) 45 -65
19
2013
Explicit form of approximate transition probability density functions of diffusion processes
Seungmoon Choi
Journal of Econometrics 187 ( 1) 57 -73
22
2015
Continuous time stochastic volatility models with regime shifts
Seungmoon Choi , Di Yuan
Working paper
6
2013
Three essays on continuous-time diffusion models
Seungmoon Choi
The University of Wisconsin-Madison
6
2005
국면전환 확산과정모형을 이용한 콜금리행태 분석 (Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model)
Seungmoon Choi , Byungkuk Kim
Bank of Korea WP 7
2017
How Does Daylight Saving Time Affect Electricity Demand?
Seungmoon Choi , Virginie Masson , Alistair Pellen
2014
A model of informal favor exchange on networks
V. Masson , S. Choi , A. Moore , M. Oak
Journal of Public Economic Theory 20 ( 5) 639 -656
2
2018
How Does Daylight Saving Time Affect Electricity Demand? An Answer Using Aggregate Data from a Natural Experiment in Western Australia
Seung Moon Choi , Alistair Pellen
한국국제경제학회 동계학술발표논문집 2015 16 -16
2015