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【With the same tag:【波动率微笑】 Found 2 articles】
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| F832.5
Research on the Risk Information Contained in the Shape of Implied Volatility Smile of SSE 50ETF Options
Ni Zhongxin
,
Guo Jing
,
Wang Linyu
We mainly use the methods of linear regression, factor beta-based portfolio sorting, and Fama-Macbeth regression to study the different risk significance of the implied volatility smile sh...
First published at: Apr 01, 2020
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ESI
doi:
10.16538/j.cnki.jfe.2020.04.011
Journal of Finance and Economics
, Vol. 46, Issue 04
, pp. 155 - 168,封三
Application of Volatility Trading in Fixed Income Financial Products
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ESI
Journal of Shanghai University of Finance and Economics
, Vol. 09, Issue 04
, pp. 50 - 57
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