Asymmetry and long memory features in volatility : evidence from Korean stock market
Year of publication: |
2008
|
---|---|
Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 24.2008, 2, p. 383-412
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Südkorea | South Korea |
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