Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Sol Kim, Geul Lee
| Year of publication: |
September 2017
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|---|---|
| Authors: | Kim, Sol ; Lee, Geul |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 20.2017, 3, p. 1-20
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| Subject: | Lead-lag relationship | implied risk-neutral density | skewness | kurtosis | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Derivat | Derivative | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Optionsgeschäft | Option trading | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091517500175 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011752436