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Research Article

The Information Effect of Realized Skewness and Kurtosis in Volatility Forecasting

Eom, Cheoljun1 · Park, Jongwon2

1 Pusan National University, 2 University of Seoul

Published: January 2016 · Vol. 45 No. 4 · pp. 1173-1211

DOI: https://doi.org/10.17287/kmr.2016.45.4.1173

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