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Applied Economics Volume 49, 2017 - Issue 23
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Original Articles

A new generalized volatility proxy via the stochastic volatility model

Jong-Min KimStatistics Discipline, Division of Science and Mathematics, University of Minnesota at Morris, Morris, MN, USA
,
Hojin JungSchool of Economics, Henan University, Kaifeng, ChinaCorrespondence[email protected]
&
Li QinStatistics Discipline, Division of Science and Mathematics, University of Minnesota at Morris, Morris, MN, USA
Pages 2259-2268 | Published online: 18 Nov 2016

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