Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
- Författare
- Tim Bollerslev
- (Tim Bollerslev, Michael Gibson, Hao Zhou.)
- Genre
- Bibliografi
- Språk
- Engelska
| Förlag | År | Ort | Om boken | ISBN |
|---|---|---|---|---|
| Board of Governors of the Federal Reserve System | 2004 | District of Columbia, Washington, D.C. | 49 sidor. : ill. 28 cm. |