The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market
Year: 2016
Type: article
Source: Finance research letters
Authors: Xingguo Luo, Shihua Qin, Zinan Ye
Institution: Zhejiang University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Awards: G1313639211, 我国股票市场隐含偏度指数的建立及应用研究
OpenAlex ID: W2464826314