Stock returns and implied volatility: A new VAR approach
Year of publication: |
2013
|
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Authors: | Lee, Bong Soo ; Ryu, Doojin |
Published in: |
Economics: The Open-Access, Open-Assessment E-Journal. - Kiel : Kiel Institute for the World Economy (IfW), ISSN 1864-6042. - Vol. 7.2013, 2013-3, p. 1-20
|
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Kapitalertrag | Börsenkurs | Volatilität | Aktienindex | VAR-Modell | USA | Südkorea | asymmetric volatility | vector autoregression | VIX | VKOSPI |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.5018/economics-ejournal.ja.2013-3 [DOI] 735736898 [GVK] hdl:10419/70097 [Handle] RePEc:zbw:ifweej:20133 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G15 - International Financial Markets |
Source: |
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Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo, (2013)
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Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo, (2012)
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Stock returns and implied volatility: A new VAR approach
Lee, Bong Soo, (2012)
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Stock returns and implied volatility: A new VAR approach
Lee, Bong Soo, (2012)
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Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo, (2013)
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Stock returns and implied volatility : a new VAR approach
Lee, Bong-soo, (2012)
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