Duk Bin Jun

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

Professor

85 Hoegiro, Dongdaemoon-gu

Seoul 02455

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 32,410

SSRN RANKINGS

Top 32,410

in Total Papers Downloads

1,743

SSRN CITATIONS
Rank 18,972

SSRN RANKINGS

Top 18,972

in Total Papers Citations

5

CROSSREF CITATIONS

49

Scholarly Papers (28)

1.

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
Duk Bin Jun, Yongjin Kim and Jaesun Noh
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 176 (201,851)

Abstract:

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mean reversion, stock price model, fractional integration, market inefficiency

2.

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
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 166 (212,153)

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State-space model, ARIMA, Mean-reversion, Correlated noise process

3.

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 161 (217,659)
Citation 1

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DYMIMIC models, forecasting movie sales, latency, spontaneous demand, socially driven demand

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 158 (221,175)

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Brand switching, Customer choice model, Long term forecasting, Replacement purchases

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 112 (288,487)
Citation 3

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Copula, Choice Model, Multiple Choice, Multivariate Choice, Quantity Choice, Promotion Strategy, Direct Utility

6.

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 75 (371,541)

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Dynamic linear model, Structural change, Turning point, Business cycle, Bayesian method, Trend-cycle decomposition

7.

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 68 (392,003)
Citation 7

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judgmental forecasting adjustments, group forecasting, advice taking

8.

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
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 64 (404,617)

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State space models, ARIMA models, Parameter space restrictions, Trend-cycle decomposition

9.

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 63 (407,978)
Citation 1

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Purchasing Behavior, Interpurchase Time, Autocorrelation, Time Series Analysis, Marketing Model, ARIMA.

10.

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 56 (431,907)
Citation 17

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Competition; rank feedback; exponential smoothing; behavioral operations

11.

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 53 (442,869)

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Utility Theory, Bayesian Estimation, Micro-loan, Crowdfunding, Asset Allocation

12.

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
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 53 (442,869)

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Patronage Shift, Spatial Competition, Store Choice Set, Motion Picture Exhibition industry

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 51 (450,279)

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copula, FGM copula, choice model, multiple choices, variety-seeking, multivariate choice model, quantity choice, multiple discrete/continuous, direct utility

14.

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 47 (466,154)

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Unit Root, Level change, State Space Model, Simulation

15.

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 46 (470,327)
Citation 7

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Conjoint analysis, Optimal pricing, Bayesian estimation

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 46 (470,327)

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Cancer; Survival time; Survival probability; SEER; Lung and bronchus

17.

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
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 45 (474,584)
Citation 8

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18.

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 35 (520,009)

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Cancer; Survival analysis; Health forecasting; Weibull mixture model; Unobserved heterogeneity

19.

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 34 (525,092)

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reference price, sticker shock, variety seeking, purchase quantity, multiple choice, multivariate choice, forecasting consumer demand, choice model, copula

20.

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 33 (530,267)

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Choice-based diffusion model, Multi-country diffusion, Multi-generation diffusion, Pooled model, Random effects

21.

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 28 (557,490)

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inconsistent data frequency, disaggregation, aggregation effects, information loss

22.

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 27 (563,351)

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State space models; Intervention; ARIMA models; Adaptive exponential smoothing; Kalman filter

23.

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 27 (563,351)
Citation 6

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Forward-looking behaviors, announcements, indirect externality, handheld video console games, superstar games

24.

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 27 (563,351)

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Level change, State Space Model, Simulation

25.

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 26 (569,519)

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Disaggregation; Aggregation effect; State space model; Information loss function; Kalman filter.

26.

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 23 (588,730)
Citation 4

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word-of-mouth, extreme behaviors, online ratings, willingness to rate, skepticism, information

27.

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 22 (595,232)

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Conjoint model, lexicographic preference, multinomial-Dirichelt conjugacy, latent ordering

28.

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 21 (601,891)

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