APAD Conference Archive
Session 4: Volatility Dynamics
Writer 관리자
Date2013.09.15
Hit2460
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)
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)