Bardgett, C., Gourier, E., & Leippold, M. (2019). Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. Journal of financial economics, 131(3), 593-618. https://doi.org/10.1016/j.jfineco.2018.09.008
Citace podle Chicago (17th ed.)Bardgett, Chris, Elise Gourier, a Markus Leippold. "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets." Journal of Financial Economics 131, no. 3 (2019): 593-618. https://doi.org/10.1016/j.jfineco.2018.09.008.
Citace podle MLA (9th ed.)Bardgett, Chris, et al. "Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets." Journal of Financial Economics, vol. 131, no. 3, 2019, pp. 593-618, https://doi.org/10.1016/j.jfineco.2018.09.008.
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