APAD Conference Archive
Session 5 : Volatility
Writer 관리자
Date2015.08.28
Hit1899
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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