Journal of Financial Markets Vol. 26 2015

Volatility-of-volatility and tail risk hedging returns

Yang-Ho Park^1,2

¹ Federal Reserve · ² Federal Reserve Board of Governors

DOI

10.1016/j.finmar.2015.05.003

Volume

26

Pages

38-63

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓