Work

Volatility Premium and Term Structure of China Blue-Chip Index Options

Year: 2018

Type: article

Source: Emerging Markets Finance and Trade

DOI: 10.1080/1540496x.2018.1469002

Authors: Xinming Huang, Jie Liu, Xinjie Zhang, Yinglun Zhu

Institutions: Peking University, Fujian Agriculture and Forestry University, Tsinghua University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2803879665

FWCI: 0.982

Cites: 36

Cited by: 4

Related to: 10