Open AccessForecasting KOSPI200 Volatility： Periodic Model Estimation and Multi-Period Forecast
Author(s) -
Sang-whan Kim
Publication year - 2015
Publication title -
jaemu gwalli yeongu/jae'mu gwanri yeon'gu
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2734-0759
pISSN - 1225-0759
DOI - 10.22510/kjofm.2015.32.1.007
Subject(s) - volatility (finance) , econometrics , estimation , period (music) , economics , physics , management , acoustics