한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
89	Derivatives Trading, Volatility Spillover, and Regulation: Evidence from the Korean Securities Markets (Sung C.Bae, Taek Ho Kwon, Jong Won Park)	관리자	2008.07.14	4880
88	Cross-market trading dynamics in related commodity futures	관리자	2008.07.14	4843
87	What Determines Price Discovery Between Index and Index Futures? (Sally K.W.Cheong, Joseph K.W.Fung)	관리자	2008.07.14	4896
86	Hedging Performance of Commodity Futures: Out-of-Sample Evaluation of Multivariate GARCH Models (Gyu-Hyen Moon, Wei-Choun Yu, Chung-Hyo Hong)	관리자	2008.07.14	4923
85	Forward Volatility Hedge (Yueh-Neng Lin)	관리자	2008.07.14	4829
84	Multiscale hedge ratio between the stock and futures markets: A new approach using wavelet analysis and high frequency data (Francis In, Sangbae Kim)	관리자	2008.07.14	4851
83	Net Buying Pressure and Implied Volatility in SR500 Index Futures Options: The E Fffect of Market Cycles and Intraday Trading (Kam C. Chan, Carl R. Chen, Peter P.Lung)	관리자	2008.07.14	4765
82	VIX Option (YUEH-NENG LIN, CHIEN-HUNG CHANG)	관리자	2008.07.14	5025
81	Is Stochastic Volatility Always Priced on Index Options? (Sun-Joong Yoon, Suk Joon Byun)	관리자	2008.07.14	5012
80	CASTOR SEED FUTURES TRADING: SEASONALITY IN RETURN OF SPOT AND FUTURES MARKET(Ashutosh Roy, Brajesh Kumar)	관리자	2007.09.17	5242
79	Dynamics in the European Petroleum Markets(Szymon Wlazlowski, Monica Giulietti, Jane Binner, Costas Milas)	관리자	2007.09.17	5275
78	Underdeveloped Spot Markets and Futures Trading: The Soya Oil Exchange in India(Bharat Ramaswami, Jatinder Bir Singh)	관리자	2007.09.17	5264
77	A stochastic volatility model for asset price estimation(Arnab Basu, Awadhesh Kumar, Vivek Singal)	관리자	2007.09.17	5320
76	An analysis of entropy of volatility of stock return(Debasis Bagchi)	관리자	2007.09.17	5277
75	Valuation of S&P CNX Nifty Options: A Comparison of Black-Scholes and Hybrid ANN Model(Anant Saxena, Manoj Kumar)	관리자	2007.09.17	5256