A Study on the Prediction of Future Returns from Implied Tail Risk Information of SSE 50 ETF Options

YU Xiao-jian; LIAO Zhi-nan

doi:10.19366/j.cnki.1009-055X.2023.01.007

YU Xiao-jian, LIAO Zhi-nan

Journal of South China University of Technology(Social Science Edition) ›› 2023, Vol. 25 ›› Issue (1) : 51-62.

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Journal of South China University of Technology(Social Science Edition) ›› 2023, Vol. 25 ›› Issue (1) : 51-62. DOI: 10.19366/j.cnki.1009-055X.2023.01.007

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A Study on the Prediction of Future Returns from Implied Tail Risk Information of SSE 50 ETF Options

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2023, 25(1): 51-62 https://doi.org/10.19366/j.cnki.1009-055X.2023.01.007

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Received	Published
2022-01-12	2023-01-15
Issue Date
2023-03-06

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