Variance disparity and market frictions (Q2294445): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:52, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance disparity and market frictions |
scientific article |
Statements
Variance disparity and market frictions (English)
0 references
11 February 2020
0 references
economic uncertainty
0 references
illiquidity
0 references
asymmetric information
0 references
implied variance
0 references
VIX derivative
0 references
