The term structure of equity and variance risk premia (Q2224879)
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scientific article; zbMATH DE number 7306103
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| English | The term structure of equity and variance risk premia |
scientific article; zbMATH DE number 7306103 |
Statements
The term structure of equity and variance risk premia (English)
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4 February 2021
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variance swap
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stochastic volatility
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likelihood approximation
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term structure
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equity risk premium
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variance risk premium
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0.8067961931228638
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0.7887573838233948
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0.7670465707778931
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0.7586652040481567
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0.7573955655097961
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