Browse by Subject high-frequency data
Showing results 1 to 3 of 3
| MIDAS 회귀분석을 이용한 변동성 예측 : 한국 주식시장에서의 실증분석 = Volatility forecasting with MIDAS regression : an empirical study of korean stock marketslink 이강석; Rhee, Bryan-Kang; et al, 한국과학기술원, 2013 |
| Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency Lee, Jihyun; Kim, Tong Suk; Lee, Hoe Kyung, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v.15, no.1, 2011 |
| Risk-Return Relationship in High Frequency Data: Multiscale Analysis and Long Memory Lee, Jihyun; Kim, Tong Suk; Lee, Hoe Kyung, KAIST Business School Working Paper Series KBS-WP-2008-007, 2008-05 |
Discover
Type
Open Access
Date issued
- 30,880 2020 - 2024
- 99,973 2010 - 2019
- 75,674 2000 - 2009
- 44,727 1990 - 1999
- 14,360 1980 - 1989
- 62 1964 - 1969