Why does option implied volatility forecast realized volatility?

Sipeng Chen, Gang Li

Research output: Unpublished conference presentation (presented paper, abstract, poster)Conference presentation (not published in journal/proceeding/book)Academic researchpeer-review

Original languageEnglish
Publication statusNot published / presented only - Dec 2019
EventAustralasian Finance and Banking Conference - Sydney, Australia
Duration: 16 Dec 201918 Dec 2019

Conference

ConferenceAustralasian Finance and Banking Conference
CountryAustralia
CitySydney
Period16/12/1918/12/19

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