The term structure of equity and variance risk premia (Q2224879)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term structure of equity and variance risk premia |
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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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