Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
Publication
, Journal Article
Bollerslev, T; Gibson, MS; Zhou, H
Published in: FEDS Working Paper
July 1, 2008
Duke Scholars
Published In
FEDS Working Paper
Publication Date
July 1, 2008
Issue
2004
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., Gibson, M. S., & Zhou, H. (2008). Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. FEDS Working Paper, (2004).
Bollerslev, Tim, Michael S. Gibson, and Hao Zhou. “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities.” FEDS Working Paper, no. 2004 (July 1, 2008).
Bollerslev T, Gibson MS, Zhou H. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. FEDS Working Paper. 2008 Jul 1;(2004).
Bollerslev, Tim, et al. “Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities.” FEDS Working Paper, no. 2004, July 2008.
Bollerslev T, Gibson MS, Zhou H. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. FEDS Working Paper. 2008 Jul 1;(2004).
Published In
FEDS Working Paper
Publication Date
July 1, 2008
Issue
2004