A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Won Cheol Choi & Sang Beom Park
Year of publication: |
2014
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Authors: | Choi, Won Cheol ; Park, Sang Beom |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 12, p. 15-26
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Subject: | risk | realized volatility | implied volatility | historical volatility | VKOSPI | predictability | Volatilität | Volatility | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Welt | World | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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