2024-03-28T08:48:41Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7062251
2019-06-04T04:49:42Z
62
Lu, Shan
2019
7062251
English
Springer Japan, Tokyo
https://zbmath.org/07062251
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Asia-Pac. Financ. Mark. 26, No. 2, 129-168 (2019).
62P20; 62M10; 62P05
Testing the predictive ability of corridor implied volatility under GARCH models
j