In the Media
Media related to tail risk and volatility.
The Pricing of Tail Risk and the Equity Premium across the Globe
Financial Management Association International
Nonparametric Option-implied Volatility
HKUST Jockey Club Institute for Advanced Study
The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets
HKUST Jockey Club Institute for Advanced Study
Measuring and Modeling Realized Volatility in Financial Markets
Humboldt University of Berlin
