Jump and volatility risk premiums implied by VIX
| Year of publication: |
2010
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Yeh, Chung-Ying |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 11, p. 2232-2245
|