Variance-of-variance risk premium (Q4555738)
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scientific article; zbMATH DE number 6982012
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance-of-variance risk premium |
scientific article; zbMATH DE number 6982012 |
Statements
Variance-of-Variance Risk Premium* (English)
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20 November 2018
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VIX
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stochastic volatility-of-volatility
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variance risk premium
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0.8183808922767639
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0.8154381513595581
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0.7846188545227051
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0.7642019391059875
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0.7563084959983826
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