Myung-Jig Kim

A State-Space Model of Diffusion-Jump Process with Heteroscedasticity

Myung-Jig Kim, 1995 .

A Constructing the Composite Index using Unobserved Component Model and its Application

Myung-Jig Kim, Gi-Choon Kang, 2014 .

New index of coincident indicators: A multivariate Markov switching factor model approach

Myung-Jig Kim, Myung-Jig Kim, Ji-Sung Yoo, 1995 .