Open AccessEnhancing the Prediction Power of Realized Volatility Using Volatilities of Other Financial Markets
Author(s) -
ShiyongYoo
Publication year - 2010
Publication title -
yu'lasia yeon'gu/yurasia yeongu
Language(s) - English
Resource type - Journals
eISSN - 2733-6301
pISSN - 1738-3382
DOI - 10.31203/aepa.2010.7.4.004
Subject(s) - volatility (finance) , realized variance , financial market , economics , econometrics , business , financial economics , finance