Implied Volatility is (almost) Past-Dependent : linear vs non-linear models

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Review of Financial Analysis
Volume	95
Issue number	Part B
Publication status	Published - 30 Jun 2024

Cite this

@article{69656f2220d54c50b6d0af25acf83f8d,

title = "Implied Volatility is (almost) Past-Dependent : linear vs non-linear models",

author = "Conghua Wen and Jia Zhai and Yinuo Wang and Yi Cao",

year = "2024",

month = jun,

day = "30",

language = "English",

volume = "95",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

number = "Part B",

}