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Volatility
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KOSPI200 futures
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Ryu, Doojin
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Han, Joongho
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Kim, Jun Sik
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Emerging markets review
Physica A: Statistical Mechanics and its Applications
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Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Afro-Asian Journal of Finance and Accounting
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Asia-Pacific journal of financial studies
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The price impact of futures trades and their intraday seasonality
Webb, Robert I.
;
Ryu, Doojin
;
Ryu, Doowon
;
Han, Joongho
- In:
Emerging markets review
26
(
2016
),
pp. 80-98
Persistent link: https://www.econbiz.de/10011670875
Saved in:
2
Are the
KOSPI
200
implied volatilities useful in value-at-risk models?
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets review
22
(
2015
),
pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
Saved in:
3
Price impact asymmetry of futures trades : trade direction and trade size
Ryu, Doojin
- In:
Emerging markets review
14
(
2013
),
pp. 110-130
Persistent link: https://www.econbiz.de/10009727962
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