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| The Information Content with Implied Volatility and Its Application in China |
| HUANG Yi- zhou |
| School of Finance,Xinjiang University of Finance and Economics, |
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Abstract Domestic study on the volatility has always been focusing on the time series model nowadays, and the implied volatility was omitted totally. This article reviewed the domestic research of volatility firstly, then reviewed the foreign study of implied volatility, which gives the theoretical basis and policy advices of estabilishing stock index option market and using the implied volatility to forecast volatility in the future.
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Received: 20 February 2011
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Corresponding Authors:
HUANG Yi- zhou
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2011, Vol. 1 
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