Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227): Difference between revisions
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Revision as of 03:01, 20 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 |
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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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