Open AccessA Study of Predictability of VKOSPI on the KOSPI200 Intraday Jumps using different Jump Size and Trading Time
Author(s) -
정대성
Publication year - 2016
Publication title -
gyeongyeong gwa jeongbo yeongu/gyeong'yeong jeongbo yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2733-4767
pISSN - 1598-2459
DOI - 10.29214/damis.2016.35.1.014
Subject(s) - predictability , jump , econometrics , mathematics , statistics , physics , quantum mechanics