Comparison of the Korean and US stock markets using continuous-time stochastic volatility models
by Seungmoon Choi
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Choi, Seungmoon |
| Published in: |
Han gug gae bal yeon gu. - Sejong : KDI, ISSN 2586-2995, ZDB-ID 2665499-4. - Vol. 40.2018, 4, p. 1-22
|
| Subject: | Continuous-time Stochastic Volatility Model | Integrated Volatility Proxy | Maximum Likelihood Estimation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Südkorea | South Korea | Börsenkurs | Share price | USA | United States | Aktienmarkt | Stock market | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.23895/kdijep.2018.40.4.1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954453