연구동향 분석

변동성 요소분해모형을 이용한 한국주가의 장·단기변동성의 관련성에 대한 연구

이경희(Kyung-Hee Lee) 김경수(Kyung-Soo Kim) 2014년

논문상세정보
인용/피인용
' 변동성 요소분해모형을 이용한 한국주가의 장·단기변동성의 관련성에 대한 연구' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 산업경제 일반
  • acgarch
  • asymmetry
  • leverage
  • volatility
  • 레버리지
  • 변동성
  • 비대칭성
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
1,842 0

0.0%

' 변동성 요소분해모형을 이용한 한국주가의 장·단기변동성의 관련성에 대한 연구' 의 참고문헌

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    Degiannakis, S. Quality Technology and Quantitative Management [2005]
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    Bekaert, R Review of Financial Studies 13 : 1 ~ 42 [2000]
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    Yang, J. J. W. Journal of Management 20 : 797 ~ 819 [2003]
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