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Search: subject:"Option-implied risk aversion"
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Forecasting Chinese stock market volatility with
option-implied
risk
aversion
: evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Empirical pricing kernel and
option-implied
risk
aversion
in China 50 ETF
Sung, Hao-Chang
;
Shi, Lisi
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
15
,
pp. 4286-4299
Persistent link: https://www.econbiz.de/10013463016
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