The role of stochastic volatility and return jumps: Reproducing volatility and higher moments in the KOSPI 200 returns dynamics
- Publisher
- Western Academic Publishers
- Issue Date
- 2007-07
- Language
- English
- Citation
REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.29, no.1, pp.69 - 110
- ISSN
- 0924-865X
- Appears in Collection
- MT-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
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