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英文文献：Forecasting with Option Implied Information-用隐含信息进行预测
英文文献作者：Peter Christoffersen,Kris Jacobs,Bo Young Chang
英文文献摘要：
This chapter surveys the methods available for extracting forward-looking information from option prices. We consider volatility, skewness, kurtosis, and density forecasting. More generally, we discuss how any forecasting object which is a twice differentiable function of the future realization of the underlying risky asset price can utilize option implied information in a well-defi?ned manner. Going beyond the univariate option-implied density, we also consider results on option-implied covariance, correlation and beta forecasting as well as the use of option-implied information in cross-sectional forecasting of equity returns.
本章考察了从期权价格中提取前瞻性信息的方法。我们考虑波动率、偏度、峰度和密度预测。更一般地，我们讨论任何一个预测对象是潜在风险资产价格未来实现的二次可微函数，如何在一个良好-defi中利用期权隐含信息。ned的方式。除了单变量选择权隐含密度之外，我们还考虑了选择权隐含协方差、相关和贝塔预测的结果，以及选择权隐含信息在股权收益横断面预测中的使用。
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