Modeling and Predicting the Market Volatility Index: The Case of VKOSPI

Bibliographic Details
Main Authors: Heejoon Han, Ali M. Kutan, Doojin Ryu
Format: Article
Language:English
Published: De Gruyter 2015-02-01
Series:Economics: Journal Articles
Online Access:http://www.economics-ejournal.org/economics/discussionpapers/2015-7
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author Heejoon Han
Ali M. Kutan
Doojin Ryu
author_facet Heejoon Han
Ali M. Kutan
Doojin Ryu
author_sort Heejoon Han
collection DOAJ
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institution Directory Open Access Journal
issn 1864-6042
language English
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spelling doaj.art-2d41428b35b64342838db0845e8541b02022-12-22T02:48:03ZengDe GruyterEconomics: Journal Articles1864-60422015-02-01Modeling and Predicting the Market Volatility Index: The Case of VKOSPIHeejoon HanAli M. KutanDoojin Ryuhttp://www.economics-ejournal.org/economics/discussionpapers/2015-7
spellingShingle Heejoon Han
Ali M. Kutan
Doojin Ryu
Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
Economics: Journal Articles
title Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
title_full Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
title_fullStr Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
title_full_unstemmed Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
title_short Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
title_sort modeling and predicting the market volatility index the case of vkospi
url http://www.economics-ejournal.org/economics/discussionpapers/2015-7
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AT alimkutan modelingandpredictingthemarketvolatilityindexthecaseofvkospi
AT doojinryu modelingandpredictingthemarketvolatilityindexthecaseofvkospi