The long-lived volatility of Korean stock market and its relation to macroeconomic conditions
Year of publication: |
2013
|
---|---|
Authors: | Kim, Young Il |
Published in: |
Han gug gae bal yeon gu. - Sejong : KDI, ISSN 2586-2995, ZDB-ID 2665499-4. - Vol. 35.2013, 4, p. 63-94
|
Subject: | Stock Market | Macroeconomic Conditions | GARCH-MIDAS |
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