Work

Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets

Year: 2009

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2009.05.028

Authors: Sang Hoon Kang, Hwan-Gue Cho, Seong-Min Yoon

Institutions: Gyeongsang National University, Pusan National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2067038792

FWCI: 5.617

Cites: 34

Cited by: 50

Related to: 10