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Journal Articles

The Derivation of Invariance Principle and its Application to Financial Economics

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (1): 1–23.

https://doi.org/10.1108/JDQS-01-2014-B0001

Published: 28 February 2014

View article titled, The Derivation of Invariance Principle and its Application to Financial Economics

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Journal Articles

The Estimation of Pricing Kernel of KOSPI 200 Options Under Stochastic Volatility

Sang Il Han, Chang Hyun Yun

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2007) 15 (1): 135–165.

https://doi.org/10.1108/JDQS-01-2007-B0005

Published: 31 May 2007

View article titled, The Estimation of Pricing Kernel of KOSPI 200 Options Under Stochastic Volatility

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Journal Articles

Intraday Volatility and Volatility spill-over Effects in KTB and Won/Dollar Futures Markets

Chang Hyeon Yun, Tae Geun Jo, Sang Il Han

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2002) 10 (2): 115–144.

https://doi.org/10.1108/JDQS-02-2002-B0005

Published: 30 November 2002

View article titled, Intraday Volatility and Volatility spill-over Effects in KTB and Won/Dollar Futures Markets

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