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1 Ergebnisse
1
Variance Premium and Implied Volatility in a Low-Liquidity ..:
Astorino, Eduardo Sanchez
;
Chague, Fernando
;
Giovannetti, Bruno
.
10.5935/0034-7140.20170001. , 2017
Link:
http://www.scielo.br/scielo.php?script=sci_arttext&pid..
RT Journal T1
Variance Premium and Implied Volatility in a Low-Liquidity Option Market
UL https://suche.suub.uni-bremen.de/peid=base-ftjscielo:oai:scielo:S0034-71402017000100003&Exemplar=1&LAN=DE A1 Astorino, Eduardo Sanchez A1 Chague, Fernando A1 Giovannetti, Bruno A1 Silva, Marcos Eugênio da PB Fundação Getúlio Vargas YR 2017 K1 Volatility Index K1 Predictability K1 Risk Aversion K1 Equity Variance Premium JF 10.5935/0034-7140.20170001 LK http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402017000100003 DO http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402017000100003 SF ELIB - SuUB Bremen
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