The role of stochastic volatility and return jumps: Reproducing volatility and higher moments in the KOSPI 200 returns dynamics

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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
URI
http://hdl.handle.net/10203/86724
Appears in Collection
MT-Journal Papers(저널논문)
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