Volatility and information flows in emerging equity market : a case of the Korean Stock Exchange
Year of publication: |
2000
|
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Authors: | Pyun, Chong-soo ; Lee, Sa Young ; Nam, Kiseok |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 9.2000, 4, p. 405-420
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Subject: | Volatilität | Volatility | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Südkorea | South Korea |
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