Financial volatility modeling with option-implied information and important macro-factors
Author:
Affiliation:
1. Loughborough University, Loughborough, UK
2. Brunel University, Uxbridge, UK
Publisher
Informa UK Limited
Subject
Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/01605682.2021.1966327
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1. Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach
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5. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
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