Volatility Spreads and Expected Stock Returns (Q3117869)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Spreads and Expected Stock Returns |
scientific article |
Statements
Volatility Spreads and Expected Stock Returns (English)
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1 March 2012
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realized volatility
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implied volatility
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volatility risk
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jump risk
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stock returns
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