The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Market: A Case of the KOSPI200 Index Markets
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kang, Jangkoo | - |
| dc.date.accessioned | 2013-03-18T07:10:56Z | - |
| dc.date.available | 2013-03-18T07:10:56Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 2004-07 | - |
| dc.identifier.citation | Asia-Pacific Association of Derivatives, v., no., pp. - | - |
| dc.identifier.uri | http://hdl.handle.net/10203/145864 | - |
| dc.language | ENG | - |
| dc.title | The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Market: A Case of the KOSPI200 Index Markets | - |
| dc.type | Conference | - |
| dc.type.rims | CONF | - |
| dc.citation.publicationname | Asia-Pacific Association of Derivatives | - |
| dc.contributor.localauthor | Kang, Jangkoo | - |
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