Logo

Pusat Sumber Belajar FEB UI

  • FAQ
  • Berita
  • Rooms
  • Bantuan
  • Area Anggota
  • Pilih Bahasa :
    Bahasa Inggris Bahasa Indonesia
  • Search
  • Google
  • Advanced Search
*sometimes there will be ads at the top, just scroll down to the results of this web
When Unvertainty Blows in the Orchard: Comovement and Equilibrium Volatility Ris...
Buraschi, Andrea. - , Trojani, Fabio. Vedolin, And...
The American Finance Asosiation ()
JOF6901
Artikel Jurnal
PSB lt.dasar - Pascasarja...

Text

When Unvertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

Buraschi, Andrea. -; Trojani, Fabio. Vedolin, Andrea. -

We provide novel evidence for an equilibrium link between investors' disagreement, the market price of volatility and correlation, and differential pricing of index and individual equity options. .Printed Journal


Ketersediaan

Call NumberLocationAvailable
JOF6901PSB lt.dasar - Pascasarjana1
Penerbit: The American Finance Asosiation
Edisi-
SubjekEquilibrium Volatility risk premia
ISBN/ISSN221082
Klasifikasi-
Deskripsi Fisik-
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

Pencarian Spesifik
-
Where do you want to share?