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                                       Details for article 23 of 23 found articles
 
 
  Volatility of volatility and leverage effect from options
 
 
Title: Volatility of volatility and leverage effect from options
Author: Chong, Carsten H.
Todorov, Viktor
Appeared in: Journal of Econometrics
Paging: Volume 240 () nr. 1 pages p.
Year: 2024
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 23 of 23 found articles
 
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