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Search: subject:"Volatility tail-risk"
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Research on the effectiveness of the
volatility-tail
risk
-managed portfolios in China's market
Guo, Zirui
;
Li, Yihan
;
Jia, Guangyan
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1191-1222
Persistent link: https://www.econbiz.de/10014519767
Saved in:
2
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
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