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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| State space trend-cycle decomposition of the ARIMA(1,1,1) process Joo, Young Jin; Jun, Duk Bin, JOURNAL OF FORECASTING, v.16, no.6, pp.411 - 424, 1997-11 | |
| Momentum and downside risk Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11 | |
| Detecting Regime Shifts in Credit Spreads Chun, Olfa Maalaoui; Dionne, Georges; Francois, Pascal, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.49, no.5-6, pp.1339 - 1364, 2014-10 | |
| Time-varying expected momentum profits Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-Joon, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12 |
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