Asymmetric pricing of implied systematic volatility in the cross-section of expected returns
R. Jared Delisle; James S. Doran; David R. Peterson
| Year of publication: |
2011
|
|---|---|
| Authors: | Delisle, R. Jared ; Doran, James S. ; Peterson, David R. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 1, p. 34-54
|
| Subject: | VIX-Futures | volatility index | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index-Futures | Index futures | CAPM | USA | United States | 1986-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008908412