Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
De Gruyter
2015-02-01
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Series: | Economics: Journal Articles |
Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2015-7 |
_version_ | 1811316521908043776 |
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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 |
first_indexed | 2024-04-13T11:50:19Z |
format | Article |
id | doaj.art-2d41428b35b64342838db0845e8541b0 |
institution | Directory Open Access Journal |
issn | 1864-6042 |
language | English |
last_indexed | 2024-04-13T11:50:19Z |
publishDate | 2015-02-01 |
publisher | De Gruyter |
record_format | Article |
series | Economics: Journal Articles |
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 |
work_keys_str_mv | AT heejoonhan modelingandpredictingthemarketvolatilityindexthecaseofvkospi AT alimkutan modelingandpredictingthemarketvolatilityindexthecaseofvkospi AT doojinryu modelingandpredictingthemarketvolatilityindexthecaseofvkospi |