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Contribution Details
| Type | Working Paper |
| Scope | Discipline-based scholarship |
| Title | Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets |
| Organization Unit | |
| Authors |
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| Language |
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| Institution | University of Zurich |
| Series Name | Swiss Finance Institute Research Paper |
| Number | 13-40 |
| Date | 2015 |
| Free access at | Official URL |
| Official URL | http://www.elisegourier.com/uploads/3/7/9/6/37964671/bardgett_gourier_leippold_vix_paper.pdf |
| Other Identification Number | merlin-id:8838 |
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