Asymmetric volatility transmission across Northeast Asian stock markets
Year of publication: |
2022
|
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Authors: | Lee, Woo Suk ; Lee, Hahn-shik |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 22.2022, 2, p. 341-351
|
Subject: | Asymmetric connectedness | Realized semi-volatility | HAR-RV model | Northeast Asian stock markets | COVID-19 pandemic | Asien | Asia | Coronavirus | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | Südkorea | South Korea | ARCH-Modell | ARCH model | Japan |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.bir.2021.06.004 [DOI] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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