Are there gains from using information over the surface of implied volatilities?

C-Tier

Journal: Journal of Futures Markets

Year: 2018

Volume: 38

Issue: 6

Pages: 645-672

Authors (3)

Biao Guo (not in RePEc) Qian Han (not in RePEc) Hai Lin (Victoria University of Welling...)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count