Downside variance risk premium
Year of publication: |
2018
|
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Authors: | Feunou, Bruno ; Jahan-Parvar, Mohammad R. ; Okou, Cédric |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 3, p. 341-383
|
Subject: | downside and upside variance risk premium | realized volatility | risk-neutral volatility | skewness risk premium | Risikoprämie | Risk premium | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price |
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