Asymmetry and long memory features in volatility : evidence from Korean stock market
Sang Hoon Kang; Seong-Min Yoon
Year of publication: |
2008
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Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 24.2008, 2, p. 383-412
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