Cao, Ji; Härdle, Wolfgang; Mungo, Julius - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
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Response of Z3-k to Z3-d
Accumulated Response to Generalized One S.D. Innovations ± 2 S ….D. Innovations ± 2 S.E.
Figure 7: Generalized impulse responses of the ODAX factor loadings to the
KOSPI 200 option factor loadings …