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A study on the relation between stock index return and volatility using high frequency data = 고빈도 주가지수의 수익률-변동성 관계에 관한 연구link Lee, Ji-Hyun; 이지현; et al, 한국과학기술원, 2008 |
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 |
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