Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/42966
標題: (Asian-Pacific Journal of Financial Studies, 38(5):773-800)Negative Market Volatility Risk Premium: Evidence from the LIFFE Equity Index Options
作者: Bing-Huei Lin
Yin-Jung Chen
關鍵字: Volatility Risk Premium
Delta Hedge
Gram-Charlier
Skewness
Kurtosis
出版社: Korea:Korean Securities Association
URI: http://hdl.handle.net/11455/42966
Appears in Collections:財務金融學系所

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