Open AccessRegime-dependent Characteristics of KOSPI Return
Author(s) -
Woohwan Kim,
Seungbeom Bang
Publication year - 2014
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/csam.2014.21.6.501
Subject(s) - stylized fact , volatility clustering , volatility (finance) , econometrics , economics , asymmetry , autoregressive conditional heteroskedasticity , mathematics , physics , quantum mechanics , macroeconomics