Extrapolation and option-implied kurtosis in volatility forecasting
Year | 2024 |
Author | 潘璟靜, Yung-Ming Shiu*, Tu-Cheng Wu |
Author count | 3 |
Created date | 2025-03-13 |
Author order | 第一作者 |
Corresponding author | 否 |
Publication year | 2024 |
Publication month | 2 |
Journal name | Pacific-Basin Finance Journal |
Publication area | 美國 |
Volume | 84 |
Issue | 0 |
Start page | 1 |
End page | 14 |
Publication type | |
Review system | 是 |
Language | Foreign Language |
Attached project | 無 |