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
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| 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 |
Statements
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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0.7419957518577576
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0.6783676147460938
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0.6772208213806152
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0.6719329357147217
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