Model-free implied variance and variance risk premium for commodity futures in China: A study on soybean meal and sugar

TIAN Fengping, YANG Ke

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2015-2029.

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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 ›› 2021, Vol. 41 ›› Issue (8) : 2015-2029. DOI: 10.12011/SETP2020-1048

Model-free implied variance and variance risk premium for commodity futures in China: A study on soybean meal and sugar

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(8): 2015-2029 https://doi.org/10.12011/SETP2020-1048

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