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2016, Chapman & Hall/CRC financial mathematics series, ISBN 9781482244069, xvi, 506
Book
Journal of the Royal Statistical Society. Series B, Statistical methodology, ISSN 1369-7412, 2002, Volume 64, Issue 2, pp. 253 - 280
Journal Article
Journal of Business & Economic Statistics, ISSN 1537-2707, 2011, Volume 29, Issue 3, pp. 356 - 371
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 2012, Volume 27, Issue 6, pp. 907 - 933
Journal Article
The Journal of Finance, ISSN 0022-1082, 2002, Volume 57, Issue 3, pp. 1047 - 1091
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 06/2018, Volume 499, pp. 224 - 232
We test the goodness-of-fit of stochastic volatility (SV) models using the implied volatility index of the KOSPI200 options (VKOSPI... 
Stochastic volatility | VKOSPI | CEV model | Jump–diffusion process | PHYSICS, MULTIDISCIPLINARY | Jump-diffusion process | MARKETS | OPTIONS
Journal Article
The Journal of Finance, ISSN 0022-1082, 2006, Volume 61, Issue 1, pp. 259 - 299
Journal Article