Showing 1 - 10 of 161
Persistent link: https://www.econbiz.de/10011459623
Persistent link: https://www.econbiz.de/10011598236
Persistent link: https://www.econbiz.de/10011507598
Persistent link: https://www.econbiz.de/10011507675
Persistent link: https://www.econbiz.de/10011525398
Persistent link: https://www.econbiz.de/10011527548
The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...
Persistent link: https://www.econbiz.de/10011376746
Persistent link: https://www.econbiz.de/10012013112
Persistent link: https://www.econbiz.de/10012062885
Persistent link: https://www.econbiz.de/10012120141