Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
| Year of publication: |
2005
|
|---|---|
| Authors: | Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael |
| Published in: |
Proceedings. - Federal Reserve Board (Board of Governors of the Federal Reserve System). - 2005
|
| Publisher: |
Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Risk management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Notes: | Published in Financial market risk premiums: time variation and macroeconomic links (Federal Reserve Board, Washington, D.C., July 21-22, 2005) |
| Source: |
Persistent link: https://www.econbiz.de/10004998126