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The effect of initial margin on long-run and short-run volatilities in Japan
Kim, Sangbae; Jung, Taehun - In: Journal of East Asian economic integration 17 (2013) 3, pp. 311-332
Persistent link: https://www.econbiz.de/10010197020
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Analysis of Asian stock market crisis : application of EGARCH model
In, Francis Haeuck; Kim, Sangbae; Yoon, Jai-hyung - 1998
Persistent link: https://www.econbiz.de/10001458636