The role of news-based implied volatility among US financial markets
Zhi Su, Tong Fang, Libo Yin
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Su, Zhi ; Fang, Tong ; Yin, Libo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 157.2017, p. 24-27
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| Subject: | News-based implied volatility | Financial markets | Long-term volatility | Predictability | Volatilität | Volatility | Finanzmarkt | Financial market | USA | United States | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.05.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847294