| Original language | English |
|---|---|
| Publication status | Published - 2022 |
| Event | Society for Financial Econometrics (SoFiE). Conference - Duration: 1 Jan 2016 → … |
Conference
| Conference | Society for Financial Econometrics (SoFiE). Conference |
|---|---|
| Period | 1/01/16 → … |
Volatility-of-volatility risk in asset pricing
Te-Feng Chen, S.L. Chung, Ji-chai Lin
Research output: Unpublished conference presentation (presented paper, abstract, poster) › Conference presentation (not published in journal/proceeding/book) › Academic research › peer-review