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~isPartOf:"CIRANO - Scientific Publications 2012s-05"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~person:"Ryu, Doojin"
~person:"Stentoft, Lars"
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Option trading
5
Optionsgeschäft
5
Aktienindex
3
Börsenkurs
3
Option pricing theory
3
Optionspreistheorie
3
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3
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3
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implied volatility
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Ryu, Doojin
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CIRANO - Scientific Publications 2012s-05
CORE discussion papers : DP
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The journal of futures markets
6
Applied economics letters
4
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4
CREATES Research Papers
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Economics: The Open-Access, Open-Assessment E-Journal
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Emerging Markets Finance and Trade
1
Emerging Markets Review
1
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1
Handbook of research methods and applications in empirical finance
1
International review of financial analysis
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Journal of Empirical Finance
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Journal of banking & finance
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Physica A: Statistical Mechanics and its Applications
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Market reform and efficiency : the case of KOSPI200
options
Yang, Heejin
;
Ryu, Doojin
;
Ryu, Doowon
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2687-2697
Persistent link: https://www.econbiz.de/10012125065
Saved in:
2
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average
options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
3
The Value of Multivariate Model Sophistication : An Application to Pricing Dow Jones Industrial Average
Options
Rombouts, J. V. K.
-
2012
We assess the predictive accuracy of a large number of multivariate volatility models in terms of pricing
options
on …
Persistent link: https://www.econbiz.de/10013107500
Saved in:
4
Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Saved in:
5
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
Saved in:
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