On the Term Structure of Model-Free Volatilities and Volatility Risk Premium

Author

Christopher Hian Ann TING, Singapore Management UniversityFollow
Kian Guan LIM, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

2008

Discipline

Corporate Finance | Finance and Financial Management

Research Areas

Quantitative Finance

Publication

Asia-Pacific Futures Research 18th Symposium, Seoul, 3-4 April 2008

City or Country

Seoul, Korea

Citation

TING, Christopher Hian Ann and LIM, Kian Guan. On the Term Structure of Model-Free Volatilities and Volatility Risk Premium. (2008). Asia-Pacific Futures Research 18th Symposium, Seoul, 3-4 April 2008.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/3748