Publication: Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Date
Date
Date
2015
Working Paper
Citations
Bardgett, C., Gourier, E., & Leippold, M. (2015). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets (No. 13–40; Swiss Finance Institute Research Paper). http://www.elisegourier.com/uploads/3/7/9/6/37964671/bardgett_gourier_leippold_vix_paper.pdf
Metrics
Downloads
195 since deposited on 2014-01-28
Acq. date: 2025-11-08
Views
183 since deposited on 2014-01-28
Acq. date: 2025-11-08
Citations
Additional indexing
Creators (Authors)
Series Name
Series Name
Series Name
Swiss Finance Institute Research Paper
Item Type
Item Type
Item Type
Working Paper
In collections
Scope
Scope
Scope
Discipline-based scholarship (basic research)
Language
Language
Language
English
Publication date
Publication date
Publication date
2015
Date available
Date available
Date available
2014-01-28
OA Status
OA Status
OA Status
Green
Free Access at
Free Access at
Free Access at
Official URL
Other Identification Number
Other Identification Number
Other Identification Number
merlin-id:8838
Official URL
Official URL
Official URL
Metrics
Downloads
195 since deposited on 2014-01-28
Acq. date: 2025-11-08
Views
183 since deposited on 2014-01-28
Acq. date: 2025-11-08
Citations
Citations
Bardgett, C., Gourier, E., & Leippold, M. (2015). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets (No. 13–40; Swiss Finance Institute Research Paper). http://www.elisegourier.com/uploads/3/7/9/6/37964671/bardgett_gourier_leippold_vix_paper.pdf
Green Open Access
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