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~isPartOf:"Afro-Asian Journal of Finance and Accounting"
~isPartOf:"Emerging markets review"
~subject:"VKOSPI"
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Afro-Asian Journal of Finance and Accounting
Emerging markets review
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets review
22
(
2015
),
pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
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2
An investigation of return-volatility relationship using high-frequency VKOSPI data
Bagchi, Debasis
;
Lee, Changjun
;
Ryu, Doojin
- In:
Afro-Asian Journal of Finance and Accounting
3
(
2013
)
3
,
pp. 258-273
to investigate the relationship of short-term changes of Korea's
implied
volatility
index (VKOSPI; Volatility Index of …
Persistent link: https://www.econbiz.de/10010816839
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