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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry

Title: Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry

Authors: Park S.; Shin D.W.

Ewha Authors: 신동완

SCOPUS Author ID: 신동완

Issue Date: 2014

Journal Title: Asia-Pacific Journal of Financial Studies

ISSN: 1226-1165

Citation: Asia-Pacific Journal of Financial Studies vol. 43, no. 1, pp. 31 - 58

Indexed: SCOPUS

Document Type: Article

Abstract: Asymmetric volatility; High frequency data; Implied volatility; Long memory; Volatility forecasting; Volatility spillover

DOI: 10.1111/ajfs.12039

Appears in Collections:: 자연과학대학 > 통계학전공 > Journal papers

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