Open AccessThe Effect of Initial Margin on Long-run and Short-run Volatilities in Japan
Author(s) -
Sangbae Kim,
Taehun Jung
Publication year - 2013
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.jeai.2013.17.3.268
Subject(s) - margin (machine learning) , volatility (finance) , short run , economics , econometrics , stock (firearms) , stock market , autoregressive conditional heteroskedasticity , monetary economics , financial economics , computer science , engineering , mechanical engineering , paleontology , horse , machine learning , biology