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Keywords: VKOSPI
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (1): 139–167.
Published: 28 February 2017
...Moon-Hyoung Lee; Sun-Joong Yoon As global exchanges have listed volatility derivatives competitively, volatility has been recognized as a new investment vehicle and/or a hedging means for traditional financial assets such as stocks and bonds. Following this trend, KRX has begun to announce VKOSPI...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (4): 723–746.
Published: 30 November 2014
.... The 6 time-series are derived from VKOSPI and USD Futures Index that are negatively correlated with KOSPI200 Index, and have a significance that prevents disclosure of trading strategies by processing and transforming the original time-series. Computational experiments using real KOSPI200 futures index...
