Now, we construct the volatility function by the proposed algorithm with the
KOSPI 200 index call option data [23,24] on 29 July 2016.
A part of that downfall can be explained by taking into account that in March 2012, the
Kospi 200 index trading volumes dramatically decreased.
Blue chips fell to profit-taking with the
KOSPI 200 index, a benchmark of 200 core stocks, shedding 0.6 per cent to outpace declines in the broader KOSPI index.
The Hang Seng Index slid 3.1 per cent, while the
Kospi 200 Index tumbled 6.4 per cent, the most since November 2008.
Large-cap shares took the brunt of the losses, as the benchmark
KOSPI 200 index fell 1.41 per cent.
The
KOSPI 200 index rose 1.5 per cent, while the junior, tech-heavy KOSDAQ gained 0.9 per cent.
The
KOSPI 200 index closed up 1.17 per cent and the junior KOSDAQ index ended 0.16 per cent higher.
The
KOSPI 200 index ended down 1.6 percent at 244.09 points and the junior Kosdaq market fell 1.1 percent to 487.91 points.