APAD 자료실
Session 5 : Volatility
작성자 관리자
등록일2015.08.28
조회수1901
Narain, Narander Kumar Nigam, Piyush Pandey, Behaviour of Implied Volatility in Indian Market: An Empirical Study

Malick Sy, Sundas Rawat, Lan T.P. Nguyen, Volatility Spillovers between ETFs and Their Constituent Stocks: Empirical Study for Vietnam, Indonesia, and the Philippines

Kyungsub Lee, Byoung Ki Seo, Marked Hawkes Process Modeling of Price Dynamics and Volatility Estimation
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