Acknowledgments: The authors are very grateful to two anonymous referees for their valuable comments which improved the paper substantially. This study was supported by the Basic Research Program (2012-001361) and Science Research Center program (2011-0030811) through the National Research Foundation of Korea (NRF) funded by the Korea government (MSIP).
Modeling and Forecasting Realized Volatilities of Korean Financial Assets Featuring Long Memory and Asymmetry†
Article first published online: 12 MAR 2014
© 2014 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 43, Issue 1, pages 31–58, February 2014
How to Cite
Park, S. and Shin, D. W. (2014), Modeling and Forecasting Realized Volatilities of Korean Financial Assets Featuring Long Memory and Asymmetry. Asia-Pacific Journal of Financial Studies, 43: 31–58. doi: 10.1111/ajfs.12039
- Issue published online: 12 MAR 2014
- Article first published online: 12 MAR 2014
- Manuscript Accepted: 13 SEP 2013
- Manuscript Received: 8 OCT 2012
- Korea government
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