An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Financial Analysis.
Volume (Year): 15 (2006)
Issue (Month): 4-5 ()
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Web page: http://www.elsevier.com/locate/inca/620166
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- Bentes, Sonia R & Menezes, Rui, 2012. "On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility," MPRA Paper 42193, University Library of Munich, Germany.
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