The KOSPI 200 Implied Volatility Index : Evidence of Regime Switches in Volatility Expectations
The KOSPI 200 Implied Volatility Index : Evidence of Regime Switches in Volatility Expectations
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KOSPI 200 隐含波动率指数:波动率预期机制转变的证据
DOI:
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发表时间:
2007
期刊:
影响因子:
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通讯作者:
Kazuhiko Nishina
中科院分区:
文献类型:
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作者:
Nabil Maghrebi;Moo Sung Kim;Kazuhiko Nishina