Volatility model applications in China's SSE50 options market
Yeguang Chi, Wenyan Hao, Yifei Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Chi, Yeguang ; Hao, Wenyan ; Zhang, Yifei |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 9, p. 1704-1720
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| Subject: | Chinese stock market | market efficiency | option pricing | volatility estimation | volatility forecasting | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22294 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465807