Skip to main navigation
Skip to search
Skip to main content
Korea University Pure Home
Home
Profiles
Research units
Research output
Press/Media
Search by expertise, name or affiliation
Nonlinear dynamics of daily cash prices
Seung Ryong Yang
, B. Wade Brorsen
Research output
:
Contribution to journal
›
Article
›
peer-review
52
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Nonlinear dynamics of daily cash prices'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Nonlinear Dynamics
100%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
100%
Cash Price
100%
Price Change
33%
Nonlinear Dependence
33%
Hypothesis Testing
33%
Deterministic Chaos
33%
Empirical Distribution Function
33%
Chaos Phenomenon
33%
Student Distribution
33%
Leptokurtosis
33%
Fat Tails
33%
Non-normality
33%
Generalized Autoregressive Conditional Heteroskedasticity Model
33%
Mathematics
Conditionals
100%
Residuals
25%
Hypothesis Test
25%
Nonnormality
25%
Student Distribution
25%
Fat Tail
25%
Economics, Econometrics and Finance
Generalized Autoregressive Conditional Heteroskedasticity
100%
Nonlinear Dependence
25%