Comparison of the Korean and US stock markets using continuous-time stochastic volatility models
Year of publication: |
November 2018
|
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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 | Aktienmarkt | Stock market | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
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