Comparing and combining realized measure and implied volatility for volatility prediction

Shi Yafeng, Yanlong Shi, Peng Xun, Zhu Nenghui, Ying Tingting, Yan Ju

Research output: Journal PublicationArticlepeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Comparing and combining realized measure and implied volatility for volatility prediction'. Together they form a unique fingerprint.

Business & Economics