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~isPartOf:"Afro-Asian Journal of Finance and Accounting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"VKOSPI"
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Afro-Asian Journal of Finance and Accounting
The empirical economics letters : a monthly international journal of economics
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The investor fear gauge index (VIX) : a case of Asia-Pacific securities market
Shaikh, Imlak
;
Tripathy, Arun K.
- In:
The empirical economics letters : a monthly …
16
(
2017
)
6
,
pp. 567-575
Persistent link: https://www.econbiz.de/10011802176
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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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