Risk of investing in volatility products: A regime-switching approach.
Autor: | Li, Leon1 (AUTHOR) leonli@waikato.ac.nz |
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Zdroj: | Investment Analysts Journal. Mar2021, Vol. 50 Issue 1, p1-16. 16p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |
Autor: | Li, Leon1 (AUTHOR) leonli@waikato.ac.nz |
---|---|
Zdroj: | Investment Analysts Journal. Mar2021, Vol. 50 Issue 1, p1-16. 16p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |