Co-movement of volatility risk premium : evidence from single stock options market in India
Year of publication: |
2021
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Authors: | Chakrabarti, Prasenjit |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 14, p. 1181-1186
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Subject: | Commonality | model-free implied volatility | realized volatility | volatility risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Aktienoption | Stock option | Indien | India | Optionsgeschäft | Option trading | Index-Futures | Index futures |
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