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The high frequency risk attitude implied by the volatility risk premium (Q1984463)

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scientific article; zbMATH DE number 7396093
Language Label Description Also known as
English
The high frequency risk attitude implied by the volatility risk premium
scientific article; zbMATH DE number 7396093

    Statements

    title
    The high frequency risk attitude implied by the volatility risk premium (English)
    0 references
    author
    Yanyan Li
    0 references
    publication date
    16 September 2021
    0 references
    zbMATH Keywords
    volatility
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    volatility risk premium
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    risk attitude
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    information separation
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    Identifiers

    zbMATH DE Number
    7396093
    0 references
    OpenAlex ID
    W3195024736
    0 references
     
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