• Search
  • Advanced Search
Korean J Financ Stud Search

CLOSE
Korean Journal of Financial Studies 1997;20(1):105-138.
Published online February 28, 1997.
The Study on the Sereal Correlation and the Conditional Heteroscedasticity of the Stock Return in Korea Stock Market
Jung Do Lee, Young Kyu Ahn
한국증권시장에서 주식수익율의 시계열상관과 (時系列相關) 조건부 분산
이정도, 안영규
TOOLS
Share :
Facebook Twitter Linked In Google+ Line it
METRICS Graph View
  • 722 View
  • 13 Download
Related articles in Korean J Financ Stud

On the Idiosyncratic Volatility and Heteroscedasticity in Stock Return Data2018 December;47(6)

An Empirical Study on the Accrual and Investment Anomalies and Return Dispersion in the Korean Stock Market2017 December;46(5)

A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets2014 ;43(4)

Asymmetric Price Impacts and the Cross-Section of Stock Returns in the Korean Stock Market2014 ;43(2)

A Study on the Determinants of Individual Stock Liquidity in the Liquidity Dry-up Period: The Case of the Korean Stock Market2011 ;40(4)

ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2025 by Korean Securities Association.

Developed in M2PI

Close layer
prev next