DSpace at EWHA: Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T11:08:46Z	-
dc.date.available	2016-08-28T11:08:46Z	-
dc.date.issued	2014	*
dc.identifier.issn	1226-1165	*
dc.identifier.other	OAK-11144	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/227593	-
dc.description.abstract	Asymmetric volatility; High frequency data; Implied volatility; Long memory; Volatility forecasting; Volatility spillover	*
dc.language	English	*
dc.title	Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	43	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	31	*
dc.relation.lastpage	58	*
dc.relation.journaltitle	Asia-Pacific Journal of Financial Studies	*
dc.identifier.doi	10.1111/ajfs.12039	*
dc.identifier.wosid	WOS:000332610600002	*
dc.identifier.scopusid	2-s2.0-84897764078	*
dc.author.google	Park S.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*