Pages that link to "Item:Q737284"

The following pages link to Variance dynamics: joint evidence from options and high-frequency returns (Q737284):

Displaying 9 items.

• Variance trading and market price of variance risk (Q469575) (← links)
• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
• The cross-section of average delta-hedge option returns under stochastic volatility (Q1029238) (← links)
• On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
• Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
• The term structure of equity and variance risk premia (Q2224879) (← links)
• Exponential moments of affine processes (Q2341630) (← links)
• The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)