Volatility risk and volatility risk premium: Anomalies in China's market

CHEN Rong, ZHANG Bufan, YAO Yuting

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (12) : 2995-3010.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (12) : 2995-3010. DOI: 10.12011/1000-6788-2019-0888-16

Volatility risk and volatility risk premium: Anomalies in China's market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(12): 2995-3010 https://doi.org/10.12011/1000-6788-2019-0888-16

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