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结果：找到“Volatility-of-Volatility Risk”相关内容13个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 639 次查看【作者(必填)】 23 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2021-6-17 03:34 - internet.hzx - 求助成功区

Evaluation of volatility models for forecasting Value-at-Risk and Expected Short
1 个回复 - 344 次查看【作者(必填)】 23 【文题(必填)】 Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2019-5-3 12:52 - internet.hzx - 求助成功区

2017-11 Taxonomy of Global Risk, Uncertainty, and Volatility Measures
1 个回复 - 691 次查看 2017-11 Taxonomy of Global Risk, Uncertainty, and Volatility Measures 49页 International Finance Discussion Papers Board of Governors of the Federal Reserve System2019-1-25 11:35 - zlghs - 金融学（理论版）

求“Risk Matters: The Real Effects of Volatility Shocks”
1 个回复 - 480 次查看【作者(必填)】 [*]Jesús Fernández-Villaverde [*]Pablo Guerrón-Quintana [*]Juan F. Rubio-Ramírez [*]Martin Uribe 【文题(必填)】 Risk Matters: The Real Effects of Volatility Shocks 【年份(必 ...2018-6-14 09:59 - 2066891135 - 求助成功区

Semivolatility of Returns as a Measure of Downside Risk
6 个回复 - 860 次查看【作者(必填)】Donald R. Chambers and Qin Lu 【文题(必填)】Semivolatility of Returns as a Measure of Downside Risk 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选填)】http: ...2016-12-22 18:08 - lopemann - 求助成功区

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 693 次查看【作者(必填)】 Bing-YueLiuabQiangJibcYingFand 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 2017 ...2017-10-13 18:13 - internet.hzx - 求助成功区

An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium
1 个回复 - 898 次查看【作者(必填)】William Fallon and James Park 【文题(必填)】An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium 【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 72-84 【 ...2016-10-26 21:08 - lopemann - 求助成功区

The Risks of Volatility ETNs: A Recent Incident and Underlying Issues
2 个回复 - 642 次查看【作者(必填)】Felix Goltz and Stoyan Stoyanov 【文题(必填)】The Journal of Index Investing 【年份(必填)】Fall 2013 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905/jii. ...2016-6-24 15:14 - lopemann - 求助成功区

Stochastic volatility of volatility and variance risk premia
3 个回复 - 859 次查看【作者(必填)】Barndorff-nielsen, O.E., Veraart, A.E.D 【文题(必填)】Stochastic Volatility of Volatility and Variance Risk Premia 【年份(必填)】2012 【全文链接或数据库名称(选填)】Journal of Fi ...2015-1-31 20:59 - Bumboo - 求助成功区

Uncertain volatility and the risk-free synthesis of derivatives
3 个回复 - 946 次查看【作者(必填)】Lyons, T. J. 【文题(必填)】Uncertain volatility and the risk-free synthesis of derivatives 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10 ...2014-10-5 14:41 - verinn - 求助成功区

Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Reba
3 个回复 - 774 次查看【作者(必填)】 Chien, YiLi, Harold Cole, and Hanno Lustig 【文题(必填)】 Chien, YiLi, Harold Cole, and Hanno Lustig. 2012. "Is the Volatility of the Market Price of Risk Due to Intermittent Portfol ...2014-5-29 21:38 - pan1111111 - 求助成功区

Uncertain volatility and the risk-free synthesis of derivatives
1 个回复 - 1784 次查看请各位学长帮忙下载一篇文献：可以在www.informaworld.com/上找到链接2011-3-15 09:42 - billymail - 金融工程（数量金融）与金融衍生品

The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-...
0 个回复 - 751 次查看 2004-11-2 09:52 - 香港股市462 - Forum

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