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Showing results 1 to 4 of 4

1
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

2
Estimation of stochastic volatility and option prices

Byun, Suk Joon; Hyun, Jung-Soon; Sung, Woon Jun, JOURNAL OF FUTURES MARKETS, v.41, no.3, pp.349 - 360, 2021-03

3
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

4
Volatility models for stylized facts of high-frequency financial data

Kim, Donggyu; Shin, Minseok, JOURNAL OF TIME SERIES ANALYSIS, v.44, no.3, pp.262 - 279, 2023-05

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