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On the financial value of the volatility premium

On the financial value of the volatility premium
On the financial value of the volatility premium
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
Mcgroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
Mcgroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072

Mcgee, Richard and Mcgroarty, Frank (2015) On the financial value of the volatility premium. 22nd International Conference on Forecasting Financial Markets (FFM 2015), Rennes, France. 19 - 21 May 2015.

Record type: Conference or Workshop Item (Paper)

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More information

e-pub ahead of print date: 20 May 2015
Venue - Dates: 22nd International Conference on Forecasting Financial Markets (FFM 2015), Rennes, France, 2015-05-19 - 2015-05-21
Organisations: Southampton Business School

Identifiers

Local EPrints ID: 401284
URI: http://eprints.soton.ac.uk/id/eprint/401284
PURE UUID: 58e147ea-93c0-4c07-8490-ae43ecb2e866
ORCID for Frank Mcgroarty: ORCID iD orcid.org/0000-0003-2962-0927

Catalogue record

Date deposited: 17 Oct 2016 08:34
Last modified: 12 Dec 2021 03:23

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Contributors

Author: Richard Mcgee
Author: Frank Mcgroarty ORCID iD

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