---
title: Market Volatility Trends
url: https://www.ml-quant.com/papers/ssrn/4840859/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4840859
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840859
featured: 2024-05-28
citations: unknown
topic: Derivatives & Volatility
---


# Market Volatility Trends

The paper uses a dynamic model to study China's stock index futures market, finding that the futures market's pricing discovery ability is weaker than the spot market's.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840859
- Identifier: SSRN 4840859
- Released: 2024-05-24
- First featured: Quant Letter No. 51 (2024-05-28): https://www.ml-quant.com/issues/2024-05-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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