DSpace at EWHA: Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-29T12:08:42Z	-
dc.date.available	2016-08-29T12:08:42Z	-
dc.date.issued	2014	*
dc.identifier.issn	1226-3192	*
dc.identifier.other	OAK-14463	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/230356	-
dc.description.abstract	Continuous jump decomposition; High frequency data; Jump; Long-memory; Overnight realized variance; Primary; Secondary; Volatility forecasting; Volatility spillover	*
dc.language	English	*
dc.publisher	Korean Statistical Society	*
dc.title	Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight	*
dc.type	Article in Press	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.index	KCI	*
dc.relation.journaltitle	Journal of the Korean Statistical Society	*
dc.identifier.doi	10.1016/j.jkss.2014.11.001	*
dc.identifier.wosid	WOS:000360252600006	*
dc.identifier.scopusid	2-s2.0-84914141819	*
dc.author.google	Yun S.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*