Profilbild

Chris Bardgett - Publications

Assistent Prof. M. Leippold



Publications Supervised theses

Journal Articles (1)

Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Markus Leippold, Chris Bardgett, Elise Gourier
In: Journal of Financial Economics, forthcoming, 2018.


Dissertations (1)

Volatility and Correlation Modelling for Equity Indices
Chris Bardgett
Supervisor(s): Markus Leippold
University of Zurich, 2014.


Working Papers (1)

Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Chris Bardgett, Elise Gourier, Markus Leippold
Swiss Finance Institute Research Paper, No. 13-40, 2015.