Random walk model and asymmetric effect in Korean composite stock price index
Divya Aggarwal
| Year of publication: |
2018
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| Authors: | Aggarwal, Divya |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 8.2018, 1, p. 85-104
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| Subject: | Korean composite stock price index | KOSPI | random walk model | RWM | auto regressive conditional heteroscedasticity | volatility | asymmetric | Börsenkurs | Share price | Aktienindex | Stock index | Südkorea | South Korea | Random Walk | Random walk | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011933974