
Volatility risk premia:Evidence from VIX
WU Xin-yu, ZHOU Hai-lin
Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (s1) : 1-11.
Volatility risk premia:Evidence from VIX
volatility risk premia / VIX / GARCH diffusion model / efficient importance sampling / particle filter {{custom_keyword}} /
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