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~isPartOf:"Afro-Asian Journal of Finance and Accounting"
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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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