APAD Conference Archive
Session 4: Volatility Dynamics
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Date2013.09.15
Hit2406
Price Discovery and Volatility Transmissions in the Asian Major Currencies(Young K. Park, Ki Beom Binh)

Semiparametric ARCH-X Model for Leverage Effect and Long Memory in Stock Return Volatility(Shen Zhang, Heejoon Han)

The Volatility Dynamics of the Greater China Stock Markets(Kook-Hyun Chang, Byung-Jo Yoon, Min-Goo Hong)

The Relationship between Trading Volume and Volatility in Korea’s Financial Markets(Shiyong Yoo)
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