The high frequency risk attitude implied by the volatility risk premium
Year of publication: |
2021
|
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Authors: | Zhu, Chao ; Zhang, Yuwei ; Yi, Zhen |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 207.2021, p. 1-5
|
Subject: | Volatility | Volatility risk premium | Risk attitude | Information separation | Volatilität | Risikoprämie | Risk premium | Theorie | Theory | Risikopräferenz | Schätzung | Estimation | Risiko | Risk | Risikoaversion | Risk aversion |
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