Which implied volatilities contain more information? : evidence from China
Year of publication: |
2024
|
---|---|
Authors: | Ni, Zhongxin |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 2, p. 1896-1919
|
Subject: | crash risk | implied volatility | information capacity | SSE 50ETF option | volatility prediction | Volatilität | Volatility | China | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model |
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