Open AccessImpacts of Global Financial Crisis on Leverage Effect and Long Memory Process of Volatility in Marine Freight Rates
Author(s) -
Changbeom Kim
Publication year - 2019
Publication title -
haeun mullyu yeon'gu
Language(s) - English
Resource type - Journals
ISSN - 1598-8538
DOI - 10.37059/tjosal.2019.35.3.365
Subject(s) - leverage (statistics) , volatility (finance) , financial crisis , business , economics , financial system , finance , monetary economics , computer science , macroeconomics , machine learning