APAD Conference Archive
Session 3: Information Contents
Writer 관리자
Date2012.08.26
Hit2639
3-1. Asymmetric sneers_ChoiJordanLee.pdf
3-2. hoque_kalev.pdf
3-3. jindal_vipul.pdf
3-4. sehgal_ahmad_deisting.pdf
Do Implied Put and Cal Sneers Contain Different Information? (Youngsoo Choi, Steven Jordan, Wonchang Lee)
Pricing Currency Options with Intra-daily Implied Volatility (Ariful Hoque, Petko Kalev)
Volatility Forecasting Performance of Two-Scaled Realized Volatility (Sonia Jindal, Vipul)
AnInvestigation of Price Discovery and Volatility SPillovers in Indias Currency Futures Market (Sanjay Sehgal, Wasim Ahmad, Florent Deisting)
Pricing Currency Options with Intra-daily Implied Volatility (Ariful Hoque, Petko Kalev)
Volatility Forecasting Performance of Two-Scaled Realized Volatility (Sonia Jindal, Vipul)
AnInvestigation of Price Discovery and Volatility SPillovers in Indias Currency Futures Market (Sanjay Sehgal, Wasim Ahmad, Florent Deisting)
