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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 |
| INFORMATION CONTENT OF VOLATILITY SPREADS Kang, BJ; Kim, Tong Suk; Yoon, SJ, JOURNAL OF FUTURES MARKETS, v.30, no.6, pp.533 - 558, 2010-06 |
| Saddlepoint approximations for affine jump-diffusion models Glasserman, P; Kim, Kyoung-Kuk, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, v.33, no.1, pp.15 - 36, 2009-01 |
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