Volatility prediction during prolonged crises: Evidence from Korean index options
| Year of publication: |
2001
|
|---|---|
| Authors: | Bhabra, Gurmeet S. ; Gonzalez, Liliana ; Kim, Myeong Sup ; Powell, John G. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 9.2001, 2, p. 147
|