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Showing results 1 to 7 of 7

1
Discovering the drivers of stock market volatility in a data-rich world

Chun, Dohyun; Cho, Hoon; Ryu, Doojin, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, v.82, 2023-01

2
Economic indicators and stock market volatility in an emerging economy

Chun, Dohyun; Cho, Hoon; Ryu, Doojin, ECONOMIC SYSTEMS, v.44, no.2, 2020-06

3
Essays on the volatility forecasting of financial assets = 금융 자산의 변동성 예측에 관한 연구link

Cho, Hangjun; 조항준; et al, 한국과학기술원, 2015

4
Forecasting the KOSPI200 spot volatility using various volatility measures

Chun, Dohyun; Cho, Hoon; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.514, pp.156 - 166, 2019-01

5
KOSPI 200옵션의 변동성 예측에 있어서 내재적변동성의 유용성 연구 = (A) study on the effectiveness of Implied Volatility estimating KOSPI 200 option volatilitylink

차미호; Cha, Mi-Ho; et al, 한국과학기술원, 1999

6
MIDAS 회귀분석을 이용한 변동성 예측 : 한국 주식시장에서의 실증분석 = Volatility forecasting with MIDAS regression : an empirical study of korean stock marketslink

이강석; Rhee, Bryan-Kang; et al, 한국과학기술원, 2013

7
The information content of option-implied information for volatility forecasting with investor sentiment

Seo, Sung Won; Kim, Jun Sik, JOURNAL OF BANKING & FINANCE, v.50, pp.106 - 120, 2015-01

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