市场方差风险溢价如何随时间变化?来自标普500方差互换投资回报的证据

How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns

Journal of Banking & Finance · 2015
被引 28
人大 A-ABS 3
金融经济学资产定价波动率建模实证金融