50-3 Namgajwadong
Seodaemungu
Seoul, 120-728
Myongji University
Asymmetric GARCH Effect, Leverage Effect, KOSPI Return Volatility, EGARCH, GJR-GARCH, PGARCH, Sign Bias Test, Negative Size Bias Test, Positive Size Bias test, Out-of-Sample Forecasting
Parameter Instability, Volatility Break, Exchange Rate Change, ICSS Algorithm, White Reality Check Test, Hansen SPA Test, GARCH, EWMA, Long Memory Process
Data-Mining, Bootstrap, In-Sample Predictability, Out-of-Sample Predictability, Forecasting
