Option-implied volatility factors and the cross-section of market risk premia
Year of publication: |
2012
|
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Authors: | Li, Junye |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 1, p. 249-260
|
Subject: | Volatilität | Volatility | Schätzung | Estimation | Risikoprämie | Risk premium | CAPM |
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