Can option trading volume forecast volatility? Evidence from Shanghai Stock Exchange 50ETF option

WAN Die, TIAN Yi

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (3) : 755-771.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (3) : 755-771. DOI: 10.12011/SETP2022-1341

Can option trading volume forecast volatility? Evidence from Shanghai Stock Exchange 50ETF option

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(3): 755-771 https://doi.org/10.12011/SETP2022-1341

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