Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of variance risk premia: a new model for disentangling the price of risk |
scientific article |
Statements
Dynamics of variance risk premia: a new model for disentangling the price of risk (English)
0 references
18 June 2020
0 references
variance risk premium
0 references
return predictability
0 references
sentiment indicators
0 references
