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Korean Journal of Financial Studies 2006;35(2):109-138.
Published online April 30, 2006.
Derivation and Analysis of Volatility Index in the KOSPI200 Options Market
Jae Ha Lee, Je Ryun Chung
KOSPI200 옵션시장에서의 변동성지수 산출 및 분석
이재하, 정제련
Key Words: 변동성지수,역사적 변동성,Historical Volatility,KOSPI200 옵션,KOSPI200 Options,VIX,Volatility index,VXO


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