Open AccessThe Effect of Error-in-Variable Problem of Implied Volatility on Predicting the Realized Volatility of KOSPI 200 Index
Author(s) -
Chung-Hyun Chung,
Dong Hoe Kim
Publication year - 2008
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2008.7.3.003
Subject(s) - implied volatility , volatility (finance) , econometrics , volatility smile , forward volatility , economics , realized variance , index (typography) , variance swap , financial economics , mathematics , computer science , world wide web