Work

Implied Volatility Index of KOSPI200: Information Contents and Properties

Year: 2012

Type: article

Source: Emerging Markets Finance and Trade

DOI: 10.2753/ree1540-496x48s202

Author: Doojin Ryu

Institution: Chung-Ang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1998610838

FWCI: 13.29

Cites: 33

Cited by: 53

Related to: 10