Forecasting Implied Volatility: The Role of Long-Memory

Wen, Conghua; Zhai, Jia; Wang, Yinuo; Cao, Yi

doi:10.2139/ssrn.4538947

2023

DOI: 10.2139/ssrn.4538947

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Forecasting Implied Volatility: The Role of Long-Memory

Conghua Wen¹,

Jia Zhai²,

Yinuo Wang³

et al.

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Forecasting Implied Volatility: The Role of Long-Memory

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