Shi, Y. , Zhang, H., Xu, Y. and Zhao, Y. (2019) The term structure of option-implied volatility and future realized volatility. Emerging Markets Finance and Trade, 55(13), pp. 2997-3022. (doi: 10.1080/1540496X.2019.1612360)
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185293.pdf - Accepted Version 1MB |
Abstract
No abstract available.
| Item Type: | Articles |
|---|---|
| Additional Information: | This work was supported by the National Natural Science Foundation of China [71801117]. |
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Xu, Mr Yaofei and Shi, Dr Yukun and Zhang, Mr Hao |
| Authors: | Shi, Y., Zhang, H., Xu, Y., and Zhao, Y. |
| College/School: | College of Social Sciences > Adam Smith Business School > Accounting and Finance |
| Journal Name: | Emerging Markets Finance and Trade |
| Publisher: | Taylor & Francis |
| ISSN: | 1540-496X |
| ISSN (Online): | 1558-0938 |
| Published Online: | 11 June 2019 |
| Copyright Holders: | Copyright © 2019 Taylor and Francis Group, LLC |
| First Published: | First published in Emerging Markets Finance and Trade 55(13): 2997-3022 |
| Publisher Policy: | Reproduced in accordance with the publisher copyright policy |
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