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1 Ergebnisse
1
Volatility-of-Volatility Risk:
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
.
The Journal of Financial and Quantitative Analysis. 54 (2019) 6 - p. 2423-2452 , 2019
Link:
https://www.jstor.org/stable/26844411
RT Journal T1 <Title>Volatility-of-Volatility Risk</Title> UL https://suche.suub.uni-bremen.de/peid=jstor-26844411&Exemplar=1&LAN=DE A1 Huang, Darien A1 Schlag, Christian A1 Shaliastovich, Ivan A1 Thimme, Julian PB Cambridge University Press YR 2019 SN 0022-1090 SN 1756-6916 JF The Journal of Financial and Quantitative Analysis VO 54 IS 6 SP 2423 OP 2452 LK http://dx.doi.org/https://www.jstor.org/stable/26844411 DO https://www.jstor.org/stable/26844411 SF ELIB - SuUB Bremen
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