Volatility-of-volatility risk in asset pricing
Te-Feng Chen, Tarun Chordia, San-Lin Chung, Ji-Chai Lin
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Te-Feng ; Chordia, Tarun ; Chung, San-Lin ; Lin, Ji-chai |
| Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 12.2022, 1, p. 289-335
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Allgemeines Gleichgewicht | General equilibrium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/raab018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878865