On the Term Structure of Model-Free Volatilities and Volatility Risk Premium
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Institutional Knowledge at Singapore Management University
2008
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3748 |
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sg-smu-ink.lkcsb_research-47472014-02-04T11:37:58Z On the Term Structure of Model-Free Volatilities and Volatility Risk Premium TING, Christopher Hian Ann LIM, Kian Guan 2008-04-03T07:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/3748 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Corporate Finance Finance and Financial Management |
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Singapore Management University |
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SMU Libraries |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
SMU Libraries |
| collection |
InK@SMU |
| language |
English |
| topic |
Corporate Finance Finance and Financial Management |
| spellingShingle |
Corporate Finance Finance and Financial Management TING, Christopher Hian Ann LIM, Kian Guan On the Term Structure of Model-Free Volatilities and Volatility Risk Premium |
| format |
text |
| author |
TING, Christopher Hian Ann LIM, Kian Guan |
| author_facet |
TING, Christopher Hian Ann LIM, Kian Guan |
| author_sort |
TING, Christopher Hian Ann |
| title |
On the Term Structure of Model-Free Volatilities and Volatility Risk Premium |
| title_short |
On the Term Structure of Model-Free Volatilities and Volatility Risk Premium |
| title_full |
On the Term Structure of Model-Free Volatilities and Volatility Risk Premium |
| title_fullStr |
On the Term Structure of Model-Free Volatilities and Volatility Risk Premium |
| title_full_unstemmed |
On the Term Structure of Model-Free Volatilities and Volatility Risk Premium |
| title_sort |
on the term structure of model-free volatilities and volatility risk premium |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2008 |
| url |
https://ink.library.smu.edu.sg/lkcsb_research/3748 |
| _version_ |
1770571760185376768 |