//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"VKOSPI"
~isPartOf:"Afro-Asian Journal of Finance and Accounting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"implied volatility"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
VKOSPI
VAR
1
asymmetric volatility
1
high frequency data
1
implied volatility index
1
stock market returns
1
vector autoregression
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Bagchi, Debasis
1
Lee, Changjun
1
Ryu, Doojin
1
Published in...
All
Afro-Asian Journal of Finance and Accounting
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics Discussion Papers
1
Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Emerging Markets Finance and Trade
1
Emerging Markets Review
1
Emerging markets review
1
International journal of economics and finance
1
Quantitative finance
1
The empirical economics letters : a monthly international journal of economics
1
Working Paper
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->