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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Brooks, Robert D."
~person:"Ryu, Doojin"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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Brooks, Robert D.
Ryu, Doojin
Escobar, Marcos
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Radoičić, Radoš
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Quantitative finance
Applied economics letters
3
Economics / Journal articles : the open-access, open-assessment journal
3
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
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1
Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach
Song, Wonho
;
Ryu, Doojin
;
Webb, Robert I.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1559-1571
Persistent link: https://www.econbiz.de/10011913204
Saved in:
2
Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011603316
Saved in:
3
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:
4
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
Saved in:
5
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
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