A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	International journal of economics and finance 2014-11, Vol.6 (12)
Hauptverfasser:	Choi, Won Cheol, Park, Sang Beom
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

container_end_page
container_issue	12
container_start_page
container_title	International journal of economics and finance
container_volume	6
creator	Choi, Won Cheol Park, Sang Beom
description
doi_str_mv	10.5539/ijef.v6n12p15
format	Article
fullrecord	<record><control><sourceid>crossref</sourceid><recordid>TN_cdi_crossref_primary_10_5539_ijef_v6n12p15</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>10_5539_ijef_v6n12p15</sourcerecordid><originalsourceid>FETCH-LOGICAL-c69N-aa8a643a546d826d4f16c4001340782d7a2bdb265bb4fad1c12fd77eec1a43523</originalsourceid><addsrcrecordid>eNo9kMlLw0AYxQdRsFaP3ufkLXX2JN5KsbVYTLFFvIUvs-CUmJSZKMa_3sbt9BZ47_BD6JKSiZQ8v_Y76ybvqqFsT-URGtGcqiRPWXb87-nzKTqLcUeIUjIXIxSmeNO9mR63De5eLF4Ha7zu_CG2Dj9aqP2nNfipraHzte_6ob4vNuslZoTgZWPsBy72w-BmGOMrvG5j9_21qNsKajz3DTTaH9ws-OjjOTpxUEd78atjtJ3fbmd3yapYLGfTVaJV_pAAZKAEBymUyZgywlGlBSGUC5JmzKTAKlMxJatKODBUU-ZMmlqrKQguGR-j5OdWhzbGYF25D_4VQl9SUg68yoFX-ceLfwEL8V8D</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis</title><source>EZB-FREE-00999 freely available EZB journals</source><source>Free E- Journals</source><creator>Choi, Won Cheol ; Park, Sang Beom</creator><creatorcontrib>Choi, Won Cheol ; Park, Sang Beom</creatorcontrib><identifier>ISSN: 1916-971X</identifier><identifier>EISSN: 1916-9728</identifier><identifier>DOI: 10.5539/ijef.v6n12p15</identifier><language>eng</language><ispartof>International journal of economics and finance, 2014-11, Vol.6 (12)</ispartof><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>315,781,785,27929,27930</link.rule.ids></links><search><creatorcontrib>Choi, Won Cheol</creatorcontrib><creatorcontrib>Park, Sang Beom</creatorcontrib><title>A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis</title><title>International journal of economics and finance</title><issn>1916-971X</issn><issn>1916-9728</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2014</creationdate><recordtype>article</recordtype><recordid>eNo9kMlLw0AYxQdRsFaP3ufkLXX2JN5KsbVYTLFFvIUvs-CUmJSZKMa_3sbt9BZ47_BD6JKSiZQ8v_Y76ybvqqFsT-URGtGcqiRPWXb87-nzKTqLcUeIUjIXIxSmeNO9mR63De5eLF4Ha7zu_CG2Dj9aqP2nNfipraHzte_6ob4vNuslZoTgZWPsBy72w-BmGOMrvG5j9_21qNsKajz3DTTaH9ws-OjjOTpxUEd78atjtJ3fbmd3yapYLGfTVaJV_pAAZKAEBymUyZgywlGlBSGUC5JmzKTAKlMxJatKODBUU-ZMmlqrKQguGR-j5OdWhzbGYF25D_4VQl9SUg68yoFX-ceLfwEL8V8D</recordid><startdate>20141126</startdate><enddate>20141126</enddate><creator>Choi, Won Cheol</creator><creator>Park, Sang Beom</creator><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>20141126</creationdate><title>A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis</title><author>Choi, Won Cheol ; Park, Sang Beom</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c69N-aa8a643a546d826d4f16c4001340782d7a2bdb265bb4fad1c12fd77eec1a43523</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2014</creationdate><toplevel>online_resources</toplevel><creatorcontrib>Choi, Won Cheol</creatorcontrib><creatorcontrib>Park, Sang Beom</creatorcontrib><collection>CrossRef</collection><jtitle>International journal of economics and finance</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Choi, Won Cheol</au><au>Park, Sang Beom</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis</atitle><jtitle>International journal of economics and finance</jtitle><date>2014-11-26</date><risdate>2014</risdate><volume>6</volume><issue>12</issue><issn>1916-971X</issn><eissn>1916-9728</eissn><doi>10.5539/ijef.v6n12p15</doi></addata></record>
fulltext	fulltext
identifier	ISSN: 1916-971X
ispartof	International journal of economics and finance, 2014-11, Vol.6 (12)
issn	1916-971X 1916-9728
language	eng
recordid	cdi_crossref_primary_10_5539_ijef_v6n12p15
source	EZB-FREE-00999 freely available EZB journals; Free E- Journals
title	A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis
url	https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-16T12%3A51%3A42IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-crossref&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=A%20Study%20on%20the%20Prediction%20of%20Realized%20Volatility%20of%20KOSPI%20200%20Index%20Option:%20Pre%20&%20Post%20the%20Global%20Financial%20Crisis&rft.jtitle=International%20journal%20of%20economics%20and%20finance&rft.au=Choi,%20Won%20Cheol&rft.date=2014-11-26&rft.volume=6&rft.issue=12&rft.issn=1916-971X&rft.eissn=1916-9728&rft_id=info:doi/10.5539/ijef.v6n12p15&rft_dat=%3Ccrossref%3E10_5539_ijef_v6n12p15%3C/crossref%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true