The Library of Congress > Linked Data Service > BIBFRAME Instances

Bibframe Instance

Title
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Identified By
Lccn: 2004620232
Supplementary Content
Includes bibliographical references.
Note
Title from PDF file as viewed on 10/21/2004.
Additional physical form: Also available in print.
Provision Activity
Publication: District of Columbia 2004
Publication: Washington, D.C.: Federal Reserve Board; [2004]
Responsibility Statement
Tim Bollerslev, Michael Gibson, and Hao Zhou
Issuance
single unit
System Requirement
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.