Open AccessComparison of realized volatilities reflecting overnight returns
Author(s) -
Soojin Cho,
Doyeon Kim,
Dong Wan Shin
Publication year - 2016
Publication title -
korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2016.29.1.085
Subject(s) - econometrics , mean squared error , economics , volatility (finance) , index (typography) , mathematics , capitalization weighted index , statistics , stock market index , proxy (statistics) , financial economics , stock market , computer science , geography , context (archaeology) , archaeology , world wide web
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