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Volatility
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Yi, Zhen
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Zhang, Yuwei
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Zhu, Chao
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Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Measuring the time series of high-frequency risk attitude from volatility risk premium : the case of emerging markets
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2407-2422
Persistent link: https://www.econbiz.de/10013190370
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2
The high frequency risk attitude implied by the volatility risk premium
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170635
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