Squared Log-return and TGARCH Model : Asymmetric Volatility in Domestic Time Series |
Park, J.A.
(Department of Statistics, Sookmyung Women's University)
Song, Y.J. (Department of Statistics, Sookmyung Women's University) Baek, J.S. (Department of Statistics, Sookmyung Women's University) Hwang, S.Y. (Department of Statistics, Sookmyung Women's University) Choi, M.S. (Department of Statistics, Sookmyung Women's University) |
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