id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
easat-1861	An, Chang-Ho 	Research on the volatility forecasting model of KOSPI index returns using AR(M)-GARCH(P,Q) model	2024	8	.pdf	application/pdf	3235	141	47	Do Kyun Chun (2017) compared and analyzed the volatility of exchange rates such as USD-KRW, JPY-KRW, EUR-KRW, and GBP-KRW using stochastic volatility models and GARCH(1,1) models to explain exchange rate volatility [10]. Particularly, sustained US dollar strength expands financial market volatility, increasing uncertainty in both domestic and international stock indices, interest rates, exchange rates, and other factors.	cache/easat-1861.pdf	txt/easat-1861.txt