Yongok Choi

2017

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Yongok Choi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Chang-Jin Kim
  2. M. Bazzi

Papers from Yongok Choi's perspective

Ordered by how strongly the researchers Yongok Choi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Leverage in a Stochastic Volatility Model
  2. Markov-switching models with endogenous explanatory variables
  3. Testing for Regime Switching
  4. Estimation of Markov regime-switching regression models with endogenous switching
  5. Time‐Varying Transition Probabilities for Markov Regime Switching Models
  6. Moments of Markov-Switching Models
  7. Generalized autoregressive conditional heteroskedasticity
  8. Estimating the Dimension of a Model
  9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  10. Finite Mixture and Markov Switching Models

Their papers