ScholarLens Back to search
2014•Journal of Empirical FinanceOpen access

It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model

Stefano Grassi, Paolo Santucci de Magistris

Open full text 18 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

Open-access reader

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 18 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Stochastic volatility, Volatility (finance), Implied volatility, Forward volatility, Volatility smile, Volatility swap, Volatility risk premium, Economics

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model — Research Paper | ScholarLens