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  • Search: subject:"threshold vector error correction model (TVECM)"
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Year of publication
Subject
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Aktienindex 1 Cointegration 1 Estimation 1 Index futures 1 Index-Futures 1 KOSPI 200 1 Kointegration 1 Option trading 1 Optionsgeschäft 1 Schätzung 1 Stock index 1 VKOSPI 1 Volatility 1 Volatilität 1 implied volatility 1 threshold vector error correction model (TVECM) 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Lee, Jaeram 1 Ryu, Doojin 1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1
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ECONIS (ZBW) 1
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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
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