Implied volatility index of KOSPI200 : information contents and properties
Doojin Ryu
| Year of publication: |
2012
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|---|---|
| Authors: | Ryu, Doojin |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 48.2012, Suppl.2, p. 24-39
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| Subject: | Black-Scholes | GARCH | implied volatility | KOSPI200 Options | RiskMetrics | VKOSPI | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | ARCH-Modell | ARCH model | Black-Scholes-Modell | Black-Scholes model | Informationswert | Information value | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009682531