Open AccessAsymmetric Volatility Risk: Evidence from Option Markets*
Author(s) -
Jens Carsten Jackwerth,
Grigory Vilkov
Publication year - 2018
Publication title -
review of finance
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1875-824X
pISSN - 1572-3097
DOI - 10.1093/rof/rfy025
Subject(s) - volatility (finance) , economics , volatility risk premium , implied volatility , volatility smile , volatility risk , bivariate analysis , econometrics , stochastic volatility , volatility swap , forward volatility , financial economics , risk neutral , variance swap , mathematics , statistics
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