연구동향 분석

Analysis of the Intraday Volatility Spillover Effect between the KOSPI 200 Spot and Futures Markets using a FIGARCH-DCC Model

강상훈 윤성민 2014년

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' Analysis of the Intraday Volatility Spillover Effect between the KOSPI 200 Spot and Futures Markets using a FIGARCH-DCC Model' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • bivariatefigarch-dccmodel.
  • intradayspillovereffect
  • kospi200spotandfuturesmarkets
  • longmemoryfeature
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
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' Analysis of the Intraday Volatility Spillover Effect between the KOSPI 200 Spot and Futures Markets using a FIGARCH-DCC Model' 의 참고문헌

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