Concepedia

Chris Bardgett

CB

Statistics

Publications

3

Citations

186

H-Index

3

Active since

2013

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

University of Zurich

Institute of Finance and Banking

École Polytechnique Fédérale de Lausanne

Swiss Finance Institute

Chris Bardgett is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, statistics, and volatility modeling.

Top concepts

Publications per year

2013–2018

3

Publications

3

Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets

Chris Bardgett, Elise Gourier, Markus Leippold · Journal of Financial Economics · 2018 · 155 citations · Full text

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Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets

Chris Bardgett, Elise Gourier, Markus Leippold · SSRN Electronic Journal · 2013 · 18 citations · Full text

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Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets

Chris Bardgett, Elise Gourier, Markus Leippold · SSRN Electronic Journal · 2016 · 13 citations · Full text

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