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Are the KOSPI 200 implied volatilities useful in value-at-risk models?

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381 cited

2010News—Good or Bad—and Its Impact on Volatility Predictions over Multiple Horizons290 cited

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2012Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX33 cited
2015Derivative markets in emerging economies: A survey29 cited
2017The dynamic conditional relationship between stock market returns and implied volatility27 cited
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2022Does the world smile together? A network analysis of global index option implied volatilities26 cited
2015Return and Volatility Spillovers and Cojump Behavior Between the U.S. and Korean Stock Markets24 cited