Dr. Hendrik Hülsbusch
Dissertationsthema:
Option Implied Volatility Risks: Risk Premia and Tail Risks
Aus Dissertation entstandene Publikationen:
Hülsbusch, H., & Kraftschik, A. (2018). Consistency between S&P500 and VIX derivatives: Insights from model‐free VIX futures pricing. Journal of Futures Markets, 38(8), 977-995.