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type_genre:"Article in journal"
~subject:"Volatility"
~person:"Fan, Jianqing"
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Search: subject_exact:"Fourier transform"
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Fan, Jianqing
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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What does the volatility risk premium say about liquidity provision and demand for hedging tail risk?
Fan, Jianqing
;
Imerman, Michael B.
;
Dai, Wei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011692397
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