Author Page for Duk Bin Jun

Long Term Mean Reversion of Stock Prices Based on Fractional Integration

KAIST College of Business Working Paper Series No. 2010-003

Number of pages: 19 Posted: 25 Feb 2010

College of Business, Korea Advanced Institute of Science and Technology (KAIST), Carnegie Mellon University and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance

Downloads 298 (203,937)

Abstract:

2.

A Bayesian Dymimic Model for Forecasting Movie Viewers

KAIST College of Business Working Paper Series No. 2011-003

Number of pages: 40 Posted: 14 Dec 2011

Duk Bin Jun, Dong Soo Kim and Jaehwan Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST), Ohio State University (OSU) - Fisher College of Business and Korea University Business School (KUBS)

Downloads 225 (269,904)

Citation 1

Abstract:

3.

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

KAIST College of Business Working Paper Series No. 2008-010

Number of pages: 28 Posted: 02 Jun 2008

Won-hyeok Choi, Duk Bin Jun, Dong Soo Kim and Jaesun Noh

affiliation not provided to SSRN, College of Business, Korea Advanced Institute of Science and Technology (KAIST), Ohio State University (OSU) - Fisher College of Business and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance

Downloads 202 (298,632)

Abstract:

4.

A Choice-Based Multi-Brand Diffusion Model Incorporating Replacement Demand

KAIST College of Business Working Paper Series No. 2008-008

Number of pages: 52 Posted: 30 May 2008

Duk Bin Jun and Jungil Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)

Downloads 189 (317,406)

Abstract:

5.

Copula-Based Simultaneous Approach to Multivariate Alternative Choice and Quantity Choice

KAIST College of Business Working Paper Series No. 2011-005

Number of pages: 43 Posted: 16 Dec 2011

Duk Bin Jun and Chul Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 142 (405,050)

Citation 3

Abstract:

6.

An Economic Choice Model for Micro-Loan Market

KAIST College of Business Working Paper Series No. 2015-021

Number of pages: 32 Posted: 24 Nov 2015

Duk Bin Jun, Sung Wook Yoon and Dong Soo Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Ohio State University (OSU) - Fisher College of Business

Downloads 131 (431,425)

Abstract:

7.

A Bayesian Sequential Method for Identifying Structural Shocks and Adaptive Forecasting in State Space Model

KAIST College of Business Working Paper Series No. 2014-025

Number of pages: 48 Posted: 20 Nov 2014

Duk Bin Jun, Seung Hyun Kim and Dae Keun Park

College of Business, Korea Advanced Institute of Science and Technology (KAIST), KAIST Business School and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 114 (479,633)

Abstract:

8.

Structural Change Detection in Multivariate Dynamic Linear Model with Application to Business Cycle

KAIST College of Business Working Paper Series No. 2011-006

Number of pages: 33 Posted: 16 Dec 2011

Duk Bin Jun and Seung Hyun Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and KAIST Business School

Downloads 102 (520,013)

Abstract:

9.

Distribution Based Level Change Detection in a Random Level Forecasting Model

KAIST College of Business Working Paper Series No. 2012-013

Number of pages: 36 Posted: 15 Nov 2012

Duk Bin Jun, Daekeun Park and Jung Il Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST), Accenture - Seoul, Korea and KPMG International, LLP - Korea

Downloads 101 (523,561)

Abstract:

10.

Individual vs Group: Advice Taking in Judgmental Forecasting Adjustments

KAIST College of Business Working Paper Series No. 2015-020

Number of pages: 38 Posted: 24 Nov 2015

Hyo Young Kim, Yun Lee and Duk Bin Jun

College of Business, Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 98 (534,168)

Citation 7

Abstract:

11.

Analyzing Individual Purchasing Behavior Considering Interpurchase Time with Autocorrelation

KAIST College of Business Working Paper Series No. 2014-023

Number of pages: 48 Posted: 20 Nov 2014

Duk Bin Jun and Sung Wook Yoon

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 94 (548,712)

Citation 1

Abstract:

12.

An Economic Choice Model for Lexicographic Preferences

KAIST College of Business Working Paper Series No. 2015-019

Number of pages: 39 Posted: 21 Nov 2015

Hyung Soo Lim, Duk Bin Jun, Dong Soo Kim and Yun Lee

KAIST College of Business, College of Business, Korea Advanced Institute of Science and Technology (KAIST), Ohio State University (OSU) - Fisher College of Business and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 89 (567,718)

Citation 7

Abstract:

13.

A Copula-Based Direct Utility Approach with Various Correlations

KAIST College of Business Working Paper Series No. 2012-012

Number of pages: 35 Posted: 13 Nov 2012

Duk Bin Jun and Chul Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 87 (575,823)

Abstract:

14.

Parameter Space Restrictions in State Space Models

KAIST College of Business Working Paper Series No. 2010-002

Number of pages: 33 Posted: 07 May 2010

Duk Bin Jun, Dong Soo Kim, Sungho Park and Myoung Hwan Park

College of Business, Korea Advanced Institute of Science and Technology (KAIST), Ohio State University (OSU) - Fisher College of Business, Arizona State University (ASU) - W.P. Carey School of Business and Hansung University

Downloads 87 (575,823)

Abstract:

15.

The Impact of Non-Financial Incentives on Judgmental Forecasting Performance

KAIST College of Business Working Paper Series No. 2014-010

Number of pages: 23 Posted: 23 Sep 2014

Hyo Young Kim, Yun Lee and Duk Bin Jun

College of Business, Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 86 (579,767)

Citation 17

Abstract:

16.

Forecasting Individual Survival Times for Cancer Patients

KAIST College of Business Working Paper Series No. 2013-029

Number of pages: 42 Posted: 29 Nov 2013

Duk Bin Jun and Kyunghoon Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 79 (609,543)

Abstract:

17.

Managing Store Market Share in the Face of Growing Competition

KAIST Business School Working Paper Series No. 2010-001

Number of pages: 40 Posted: 22 Feb 2010 Last Revised: 03 Mar 2010

Duk Bin Jun, Jungki Kim, Myoung Hwan Park and Kyoung Cheon Cha

College of Business, Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST), Hansung University and affiliation not provided to SSRN

Downloads 76 (622,728)

Abstract:

18.

A Bayesian Approach to Adapting Forecasts to Structural Changes in a Simple State-Space Model

KAIST College of Business Working Paper Series No. 2013-030

Number of pages: 34 Posted: 29 Nov 2013

Duk Bin Jun, Seung Hyun Kim, Churlzu Lim and Myoung Hwan Park

College of Business, Korea Advanced Institute of Science and Technology (KAIST), KAIST Business School, University of North Carolina (UNC) at Charlotte and Hansung University

Downloads 74 (631,770)

Citation 7

Abstract:

19.

A Choice-Based Diffusion Model for Multi-Generation and Multi-Country Data

KAIST College of Business Working Paper Series No. 2017-004

Number of pages: 36 Posted: 16 Mar 2017

Hyungsoo Lim, Duk Bin Jun and Mohsen Hamoudia

HKUST, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Orange Business Services, France

Downloads 70 (650,905)

Abstract:

20.

A Simultaneous Test of Unit Root and Level Change

KAIST College of Business Working Paper Series No. 2008-009

Number of pages: 31 Posted: 02 Jun 2008

Duk Bin Jun and Dae Keun Park

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Hanyang University

Downloads 69 (655,579)

Abstract:

21.

Survival Analysis of Lung and Bronchus Cancer Patients Segmented by Demographic Characteristics

KAIST College of Business Working Paper Series No. 2014-026

Number of pages: 39 Posted: 20 Nov 2014

Duk Bin Jun and Kyunghoon Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 67 (665,383)

Abstract:

22.

Recovering the Actual Impact of Word-of-Mouth and Biases in Suppliers’ Expectations Based on Extreme Behaviors and Information Symmetry

KAIST College of Business Working Paper Series No. 2011-004

Number of pages: 51 Posted: 14 Dec 2011

Duk Bin Jun and Dong Soo Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Ohio State University (OSU) - Fisher College of Business

Downloads 66 (670,451)

Citation 4

Abstract:

23.

The Role of Sticker Shock on Quantity and Variety

KAIST College of Business Working Paper Series No. 2012-011

Number of pages: 38 Posted: 13 Nov 2012

Duk Bin Jun and Chul Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and College of Business, Korea Advanced Institute of Science and Technology (KAIST)

Downloads 65 (680,706)

Abstract:

24.

Comprehensive Disaggregation Framework with Information Loss Function

KAIST College of Business Working Paper Series No. 2011-007

Number of pages: 63 Posted: 09 Dec 2011

Duk Bin Jun and Moon Ji hwan

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and KAIST Business School

Downloads 61 (696,662)

Abstract:

25.

The Effect of Announcements on Forward Looking Behaviors for a Handheld Video Console Game Market

KAIST College of Business Working Paper Series No. 2013-028

Number of pages: 31 Posted: 27 Nov 2013

Duk Bin Jun and Hyung Soo Lim

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and KAIST College of Business

Downloads 53 (742,683)

Citation 5

Abstract:

26.

State Space Disaggregation Model with Information Loss Function

KAIST College of Business Working Paper Series No. 2013-026

Number of pages: 41 Posted: 27 Nov 2013

Duk Bin Jun and Jihwan Moon

College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Warrington College of Business, University of Florida

Downloads 49 (768,251)

Abstract:

27.

Improvement of Forecasting Accuracy Using a Two-Stage Multinomial Choice Model Based on Physiological Responses

KAIST College of Business Working Paper Series No. 2013-027

Number of pages: 38 Posted: 27 Nov 2013

Duk Bin Jun, Kyungmo Oh and Byungho Park

College of Business, Korea Advanced Institute of Science and Technology (KAIST), College of Business, KAIST and KAIST College of Business

Downloads 48 (774,737)

Abstract:

28.

Latent Ordering Conjoint Model Under Lexicographic Preferences

KAIST College of Business Working Paper Series No. 2014-024

Number of pages: 34 Posted: 20 Nov 2014

Duk Bin Jun, Hyung Soo Lim and Dong Soo Kim

College of Business, Korea Advanced Institute of Science and Technology (KAIST), KAIST College of Business and Ohio State University (OSU) - Fisher College of Business

Downloads 44 (802,666)

Duk Bin Jun

College of Business, Korea Advanced Institute of Science and Technology (KAIST)

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Scholarly Papers (28)

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