Saejoon Kim. Volatility forecasting for low-volatility portfolio selection in the US and the Korean equity markets. J. Exp. Theor. Artif. Intell., 30(1):71-88, 2018. [doi]
@article{Kim18-8,
title = {Volatility forecasting for low-volatility portfolio selection in the US and the Korean equity markets},
author = {Saejoon Kim},
year = {2018},
doi = {10.1080/0952813X.2017.1354083},
url = {https://doi.org/10.1080/0952813X.2017.1354083},
researchr = {https://researchr.org/publication/Kim18-8},
cites = {0},
citedby = {0},
journal = {J. Exp. Theor. Artif. Intell.},
volume = {30},
number = {1},
pages = {71-88},
}