Variance disparity and market frictions (Q2294445): Difference between revisions
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Created claim: Wikidata QID (P12): Q127317188, #quickstatements; #temporary_batch_1722035971323 |
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| Property / DOI: 10.1016/j.jeconom.2019.07.005 / rank | |||
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| Property / DOI: 10.1016/J.JECONOM.2019.07.005 / rank | |||
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Latest revision as of 21:00, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance disparity and market frictions |
scientific article |
Statements
Variance disparity and market frictions (English)
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11 February 2020
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economic uncertainty
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illiquidity
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asymmetric information
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implied variance
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VIX derivative
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