Seungmoon Choi

Seungmoon Choi

University of Seoul - Seoul / South Korea
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 4521060
서울시립대학교
person_outline Seungmoon Choi's MOST POPULAR ARTICLES
1-) Regime-switching univariate diffusion models of the short-term interest rateS ChoiStudies in Nonlinear Dynamics & Econometrics 13 (1), 2009442009
2-) How does daylight saving time affect electricity demand? An answer using aggregate data from a natural experiment in Western AustraliaS Choi, A Pellen, V MassonEnergy Economics 66, 247-260, 2017252017
3-) Closed-form likelihood expansions for multivariate time-inhomogeneous diffusionsS ChoiJournal of Econometrics 174 (2), 45-65, 2013272013
4-) Explicit form of approximate transition probability density functions of diffusion processesS ChoiJournal of econometrics 187 (1), 57-73, 2015272015
5-) Continuous time stochastic volatility models with regime shiftsS Choi, D YuanWorking paper, 201362013