Sang-Bong Kim

Hansung University - Department of Economics

389 Samseondong 2(i)-ga

Seoul

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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날씨가 주가수익률의 변동성과 주식거래량에 미치는 효과 분석 (Weather, the Volatility of Stock Returns and Trading Volumes)

Financial Stability Studies, Vol. 9, No. 2, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 1-31.
Number of pages: 31 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Joo-Ha Nam and Sang-Bong Kim
Sogang University and Hansung University - Department of Economics
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Abstract:

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날씨, 주가수익률, 비대칭적 변동성, EGARCH, Weather, Stock Returns, Asymmetric Volatility, EGARCH