Testing for chaos in stock return volatility: an application of R/S analysis to the Korean stock market

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dc.contributor.authorPark, Cheol soo-
dc.contributor.authorHan, Ingoo-
dc.date.accessioned2008-06-17T05:15:46Z-
dc.date.available2008-06-17T05:15:46Z-
dc.date.created2012-02-06-
dc.date.issued1997-06-
dc.identifier.citation한국전문가시스템학회 '97 춘계학술대회, v., no.1, pp.267 - 279-
dc.identifier.urihttp://hdl.handle.net/10203/5121-
dc.languageENG-
dc.language.isoen_USen
dc.publisherKorea Intelligent Information Systems Society-
dc.titleTesting for chaos in stock return volatility: an application of R/S analysis to the Korean stock market-
dc.typeConference-
dc.type.rimsCONF-
dc.citation.issue1-
dc.citation.beginningpage267-
dc.citation.endingpage279-
dc.citation.publicationname한국전문가시스템학회 '97 춘계학술대회-
dc.identifier.conferencecountrySouth Korea-
dc.identifier.conferencecountrySouth Korea-
dc.contributor.localauthorHan, Ingoo-
dc.contributor.nonIdAuthorPark, Cheol soo-

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