Doojin Ryu

College of Economics, Sungkyunkwan University (SKKU), Seoul, Republic of Korea

sharpjin <at> skku.edu
https://sites.google.com/site/doojinryu/research/papers

Papers

2015-7
DiscussionPaper
Heejoon Han, Ali M. Kutan, and Doojin Ryu
Modeling and Predicting the Market Volatility Index: The Case of VKOSPI
February 12, 2015 | downloads: 579 | JEL: C22, C50, G14, G15 | discussible | 8 comments
2013-3
JournalPaper
Bong Soo Lee and Doojin Ryu
Stock Returns and Implied Volatility: A New VAR Approach
February 04, 2013 | downloads: 3514 | JEL: G15, G10 | 3 citations (RePEc)
2012-51
DiscussionPaper
Bong Soo Lee and Doojin Ryu
Stock Returns and Implied Volatility: A New VAR Approach
October 04, 2012 | downloads: 1488 | JEL: G15, G10 | 10 comments | journal article