Work

Are the KOSPI 200 implied volatilities useful in value-at-risk models?

Year: 2014

Type: article

Source: Emerging Markets Review

DOI: 10.1016/j.ememar.2014.11.001

Authors: Jun Sik Kim, Doojin Ryu

Institutions: Incheon National University, Sungkyunkwan 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: W2025933248

FWCI: 11.59

Cites: 76

Cited by: 44

Related to: 10