Open AccessThe Volume-Volatility Relation of the KOSPI 200 Stock and Futures Markets: Evidence from the Various Bivariate GARCH Models
Author(s) -
Gyu-Hyen Moon
Publication year - 2010
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2010.9.2.001
Subject(s) - bivariate analysis , econometrics , autoregressive conditional heteroskedasticity , futures contract , economics , volatility (finance) , financial economics , stock (firearms) , mathematics , statistics , geography , archaeology