현상

분산 위험프리미엄

4편 · 2020 1편, 2021 2편, 2024 1편

Automated Volatility Forecasting
MS · 2024 · 인용 10 · Sophia Zhengzi Li, Yushan Tang
Financial Uncertainty with Ambiguity and Learning
MS · 2021 · 인용 17 · Hening Liu, Yuzhao Zhang
The Informational Content of High-Frequency Option Prices
MS · 2021 · 인용 13 · Diego Amaya, Jean‐François Bégin, Geneviève Gauthier
The Price of the Smile and Variance Risk Premia
MS · 2020 · 인용 0 · Peter Gruber, Claudio Tebaldi, Fabio Trojani