Forecasting the KOSPI200 spot volatility using various...

Forecasting the KOSPI200 spot volatility using various volatility measures

Chun, Dohyun, Cho, Hoon, Ryu, Doojin
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Volume:
514
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.09.027
Date:
January, 2019
File:
PDF, 423 KB
english, 2019
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