Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227): Difference between revisions

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Latest revision as of 23:59, 28 July 2024

scientific article
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Dynamics of variance risk premia: a new model for disentangling the price of risk
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    Dynamics of variance risk premia: a new model for disentangling the price of risk (English)
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    18 June 2020
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    variance risk premium
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    return predictability
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    sentiment indicators
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