Volatility spillover between the Korean KOSPI and the Hong Kong HSI stock markets
Volatility spillover between the Korean KOSPI and the Hong Kong HSI stock markets
- 주제(키워드) realized volatility , long memory , asymmetric volatility , high-frequency data , heteroske-dasticity , stock market , risk management
- 주제(기타) 통계학
- 설명문(URI) https://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART002109955
- 등재 KCI등재
- 발행기관 한국통계학회
- 발행년도 2016
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000137213
- 본문언어 영어
