The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets (Q4957259)
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scientific article; zbMATH DE number 7390954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets |
scientific article; zbMATH DE number 7390954 |
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The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets (English)
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3 September 2021
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options introduction
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volatility
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SSE 50ETF
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GARCH-X models
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realized GARCH models
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