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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 |
The link between intraday signals and call warrant mispricing Lin, Yueh-Neng; Yeh, Shih-Kuo; Chuan, Shih-Ching; Jordan, Steven J., SERVICE INDUSTRIES JOURNAL, v.30, no.13, pp.2273 - 2288, 2010 |
Using CAViaR Models with Implied Volatility for Value-at-Risk Estimation Jeon, Jooyoung; Taylor, James W., JOURNAL OF FORECASTING, v.32, no.1, pp.62 - 74, 2013-01 |
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