Wonchang Lee

Hi Investment & Securities Co, Ltd

25-15, Youido-dong

Youngdeungpo-gu

Seoul, 150-878

Korea, Republic of (South Korea)

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

49

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting

Number of pages: 27 Posted: 25 Nov 2012

Youngsoo Choi, Steven J. Jordan and Wonchang Lee

Hankuk University of Foreign Studies, Econometric Solutions and Hi Investment & Securities Co, Ltd

Downloads 49 (529,113)

Abstract:

Feedback