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Korean Journal of Financial Studies 2008;37(5):913-948.
Published online October 31, 2008.
The Function of Intraday Implied Volatility in the KOSPI200 Options
Sang Soo Kwon, Jae Ha Lee
KOSPI200 옵션의 일중 변동성함수
권상수, 이재하
Key Words: 내재변동성,변동성 예측,변동성모형,이분산성,Implied volatility,KOSPI200 옵션,KOSPI200 option,Nonconstant volatility,Volatility forecast,Volatility function
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