Volatility Forecasting of Korea Composite Stock Price Index with MRS-GARCH Model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2015
ISSN: 1225-066X
DOI: 10.5351/kjas.2015.28.3.429