Open AccessModeling and Forecasting the Volatility of Eastern European Emerging Markets
Author(s) -
Sang Hoon Kang,
SeongMin Yoon
Publication year - 2009
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.jeai.2009.13.1.198
Subject(s) - volatility (finance) , economics , long memory , volatility smile , autoregressive conditional heteroskedasticity , volatility swap , emerging markets , financial economics , stock (firearms) , implied volatility , portfolio , econometrics , macroeconomics , geography , archaeology