Variance and Skew Risk Premiums for the Volatility Market : The VIX Evidence
Year of publication: |
2017
|
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Authors: | Da Fonseca, José |
Other Persons: | Xu, Yahua (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 14, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2811433 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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