Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
| Year of publication: |
2011
|
|---|---|
| Authors: | Bollerslev, Tim ; Gibson, Michael ; Zhou, Hao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 235-246
|