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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~person:"Huang, Zhuo"
~subject:"Volatilität"
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Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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