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~person:"Guo, Biao"
~subject:"Derivative"
~subject:"VKOSPI"
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VKOSPI
Option pricing theory
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Guo, Biao
Ryu, Doojin
14
Han, Heejoon
5
Azhar Mohamad
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Kim, Kwanho
3
Kutan, Ali M.
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Xu, Yaofei
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Najmi Ismail Murad Samsudin
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International review of financial analysis
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1
The information content of CDS
implied
volatility
and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
2
Asymmetric and negative return-volatility relationship: the case of the VKOSPI
Guo, Biao
;
Han, Qian
;
Ryu, Doojin
;
Webb, Robert I.
-
2013
This study examines the short-term relationship between stock market returns and
implied
volatility
using high …
Persistent link: https://www.econbiz.de/10011003232
Saved in:
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