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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 |
The information content of option-implied information for volatility forecasting with investor sentiment Seo, Sung Won; Kim, Jun Sik, JOURNAL OF BANKING & FINANCE, v.50, pp.106 - 120, 2015-01 |
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