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
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!