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~isPartOf:"Economic modelling"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~person:"Ryu, Doojin"
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Search: subject:"Volatilität"
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Volatility
4
Volatilität
4
ARCH model
2
ARCH-Modell
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Option trading
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Optionsgeschäft
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implied volatility
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Option pricing theory
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Ryu, Doojin
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Economic modelling
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Applied economics letters
3
Economics / Discussion papers : the open-access, open-assessment e-journal
3
Economics / Journal articles : the open-access, open-assessment journal
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The North American journal of economics and finance : a journal of financial economics studies
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
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Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011603316
Saved in:
2
Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
Saved in:
3
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
Saved in:
4
Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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