Volatility Forecasting and Volatility Risk Premium

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Journal of Applied Mathematics and Physics

ISSN Print: 2327-4352
ISSN Online: 2327-4379
www.scirp.org/journal/jamp
E-mail: jamp@scirp.org

Google-based Impact Factor: 1.00
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"Volatility Forecasting and Volatility Risk Premium"
written by Jingfei Cheng,
published by Journal of Applied Mathematics and Physics, Vol.3 No.1, 2015

has been cited by the following article(s):

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CrossRef

[1]	Volatility as an asset class: diversification benefits of adding VSTOXX futures to European multi-asset portfolios
	2021

[2]	Empirical Analysis of VDAX and VSTOXX as Major Volatility Indices in the EU Including Forecasting Tools
	2019

[3]	การ พยากรณ์ ผล ตอบแทน ของ ตลาดหลักทรัพย์ โดย ใช้ ส่วน ชดเชย ความ เสี่ยง ที่ มา จาก ความ แปรปรวน
	2018

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