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Korean Journal of Financial Studies 2005;34(2):181-208.
Published online May 31, 2005.
Realized Volatility Estimation and Analysis of the KOSPI 200 Index Options Prices
In Hyung Lee, Hyung Sik Oh, Young Rae Song, Yong Jun Yang
실현변동성 추정과 KOSPI 200 지수 옵션 가격 분석
이인형, 오형식, 송영래, 양용준
Key Words: 고빈도 데이터,내재 변동성,실현 변동성,옵션 스트레들,ARFTMA,Autoregressive Fractionally Integrated Moving Average,Implied volatility,Option straddle,Realized volatility


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