Open AccessAn Empirical Study on Forecasting Performance of Range Volatility: A Comparison of Asymmetry
Author(s) -
박종해
Publication year - 2012
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2012.11.2.005
Subject(s) - volatility (finance) , econometrics , asymmetry , range (aeronautics) , economics , engineering , physics , aerospace engineering , quantum mechanics
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