Extrapolation and option-implied kurtosis in volatility forecasting

Extrapolation and option-implied kurtosis in volatility forecasting

Professor    7818    ggpam@mail.npust.edu.tw
Year2024
Author潘璟靜, Yung-Ming Shiu*, Tu-Cheng Wu
Author count3
Created date2025-03-13
Author order第一作者
Corresponding author
Publication year2024
Publication month2
Journal namePacific-Basin Finance Journal
Publication area美國
Volume84
Issue0
Start page1
End page14
Publication type
Review system
LanguageForeign Language
Attached project