Bagchi, Debasis; Lee, Changjun; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting 3 (2013) 3, pp. 258-273
such as daily or weekly basis. In this study, using the high frequency intraday data, we expand the scope of prior studies … to investigate the relationship of short-term changes of Korea's implied volatility index (VKOSPI; Volatility Index of …