Forecasting the term structure of option implied volatility : the power of an adaptive method
Ying Chen, Qian Han, Linlin Niu
| Year of publication: |
2018
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|---|---|
| Authors: | Chen, Ying ; Han, Qian ; Niu, Linlin |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 49.2018, p. 157-177
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| Subject: | Forecasting | Local parametric models | Term structure of implied volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2018.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117736