Full metadata record
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 | * |