APAD Conference Archive
Session 5 : Volatility
Writer 관리자
Date2015.08.28
Hit2034
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
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