Open AccessRealized Volatility in Seoul Foreign Exchange Market
Author(s) -
Chae-Shick Chung,
Sang Young Joo,
Seung Moon Lee
Publication year - 2003
Publication title -
east asian economic review
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.jeai.2003.7.2.107
Subject(s) - volatility (finance) , economics , econometrics , currency , realized variance , volatility swap , foreign exchange market , volatility smile , monetary economics , implied volatility , financial economics
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