Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models

Ho-Jin Lee

[KIEP] East Asian Economic Review

2009 .12

What Causes Different Results for Forecasting Realized Volatility?

정제련

金融工學硏究

2009 .01

Global Market Volatility and Portfolio Fund Flows in Emerging Market

Tae Soo Kang ,  Tae-Hoon Lim

Korea and the World Economy

2017 .04

FINANCIAL DEREGULATION AND VOLATILITY IN EMERGING EQUITY MARKETS

WILLIAMMILES

Journal of Economic Development

2002 .01

코스닥시장은 유가증권시장 보다 큰 변동성을 갖는가?

정재엽

경영경제

2007 .08

A Case-Based Forecasting System

이훈영

한국경영과학회지

1994 .08

A Case-Based Forecasting System

이훈영

한국경영과학회 학술대회논문집

1993 .01

Contagion Effects and Volatility Impulse Responses between US and Asian Stock Markets

Sang Hoon Kang ,  Hee-un Ko ,  Seong-Min Yoon

Korea and the World Economy

2017 .08

THE VOLATILITY OF THE WON-DOLLAR EXCHANGE RATE DURING THE 2008-9 CRISIS

HYUN KOOK SHIN ,  유병학

Journal of Economic Development

2012 .01

금융시장 변동성과 실물경제-한국과 미국의 비교분석을 중심으로-

김규한

한국경제연구

2001 .12

Assessing Forecasting Performance of Range Volatility Estimators with Linear and Nonlinear Filters: Evidence from KOSPI 200

김은영

무역연구

2014 .01

Quantile Dependence between Stock Markets and Its Application in Volatility Forecasting

Heejoon Han

계량경제학보

2019 .01

Out-of-sample Forecasting Performance of Won/Dollar Exchange Rate Return Volatility Model

Ho-Jin Lee

[KIEP] East Asian Economic Review

2009 .06

Volatility and Growth: An Alternative Interpretation

김장렬 ,  Jonghoon Kim

Journal of Economic Research (JER)

2010 .01

주식시장 변동성과 채권시장 변동성

유한수

기업경영연구

2008 .01

Analysis of spillover effects between stock market volatility and macroeconomic volatility using GARCH-MIDAS model

이영임 ,  이진

Journal of Economic Research (JER)

2018 .01

환율변동성이 이익예측 정확성 및 주가에 미치는 영향

엄승섭 ,  박상안 ,  김홍배

金融工學硏究

2012 .01