Browse "KGSM-Journal Papers(저널논문)" by Subject ARIMA

Showing results 1 to 2 of 2

1

Spurious Mean-Reversion of Stock Prices in the State-Space Model

Choi, Won Hyeok; Jun, Duk Bin; Kim, Dong Soo; Noh, Jaesun, KAIST Business School Working Paper Series KBS-WP-2008-010, 2008-05

2

상태-공간 모형에서의 주가의 가성 평균-회귀

최, 원혁; 전, 덕빈; 김, 동수; 노, 재선; Choi, Won Hyeok; Jun, Duck Bin; Kim, Dong Soo; et al, 한국경영과학회지, Vol.36, No.1, pp.13-26, 2011-03

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