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(An) empirical study on the continuous-time dynamics of KOSPI200 index = KOSPI200 지수의 연속시간 동적 모형의 실증연구link Kim, Byung-Gul; 김병걸; et al, 한국과학기술원, 2005 |
The role of stochastic volatility and return jumps: Reproducing volatility and higher moments in the KOSPI 200 returns dynamics Kim I.J.; Baek I.-S.; Noh J.; Kim S., REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.29, no.1, pp.69 - 110, 2007-07 |
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