A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Won Cheol Choi & Sang Beom Park
| Year of publication: |
2014
|
|---|---|
| Authors: | Choi, Won Cheol ; Park, Sang Beom |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 12, p. 15-26
|
| Subject: | risk | realized volatility | implied volatility | historical volatility | VKOSPI | predictability | Volatilität | Volatility | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Welt | World | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010460917