Browse by Subject volatility clustering

Showing results 1 to 3 of 3

1
Dynamics of avalanche activities in financial markets

Kim, CH; Park, CH; Kim, Soo Yong; Kim, K; Scalas, E, INTERNATIONAL JOURNAL OF MODERN PHYSICS C, v.18, pp.119 - 127, 2007-01

2
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

3
한국 주식시장에서 위험관리 모멘텀 전략에 대한 실증 연구 = An empirical study on the risk-managed momentum strategy in Korean stock marketlink

정영빈; Jung, Young Bin; et al, 한국과학기술원, 2016

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