Volatility premium and term structure of China blue-chip index options
Year of publication: |
2020
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Authors: | Huang, Xinming ; Liu, Jie ; Zhang, Xinjie ; Zhu, Yinglun |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 3, p. 527-542
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Subject: | China VIX | volatility premium | volatility term structure | Volatilität | Volatility | China | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
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