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Output details

10 - Mathematical Sciences

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Article title

Stochastic Volatility of Volatility and Variance Risk Premia

Type

D - Journal article

DOI

Title of journal

Journal of Financial Econometrics

Article number

Volume number

Issue number

First page of article

ISSN of journal

1479-8409

Year of publication

2013

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

P - Statistics - Statistics & Biostatistics

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract