The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics
| Year of publication: |
2007
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| Authors: | Kim, In Joon ; Baek, In-Seok ; Noh, Jaesun ; Kim, Sol |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 29.2007, 1, p. 69-110
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