Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227)
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scientific article; zbMATH DE number 7213052
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| English | Dynamics of variance risk premia: a new model for disentangling the price of risk |
scientific article; zbMATH DE number 7213052 |
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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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0.824796736240387
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0.8020471930503845
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0.7954860329627991
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0.7943813800811768
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0.7923112511634827
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