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subject:"Risk management"
~person:"Park, Yang-Ho"
~subject:"Volatility"
~subject:"Volatilität"
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GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
2
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
3
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
4
An empirical analysis of futures margin changes : determinants and policy implications
Abruzzo, Nicole
;
Park, Yang-Ho
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 65-100
Persistent link: https://www.econbiz.de/10011591942
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