Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Crossref DOI link: https://doi.org/10.1007/s11156-020-00925-6
Published Online: 2020-08-28
Published Print: 2021-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Sonnan
Gu, Yuchi
Text and Data Mining valid from 2020-08-28
Version of Record valid from 2020-08-28
Article History
First Online: 28 August 2020
Compliance with Ethical Standards
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: The authors declare that they have no conflict of interest.