Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
Main Authors: | Heejoon Han, Ali M. Kutan, Doojin Ryu |
---|---|
Format: | Article |
Language: | English |
Published: |
De Gruyter
2015-02-01
|
Series: | Economics: Journal Articles |
Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2015-7 |
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