Dynamics of variance risk premium : evidence from India
Year of publication: |
2020
|
---|---|
Authors: | Sankar, Ganesh ; Ramachandran, Shankar ; Lukose P. J., Jijo |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 321-334
|
Subject: | Jumps | Model free implied volatility | Realized variance | Synthetic variance swaps | Variance risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Indien | India | Varianzanalyse | Analysis of variance | Swap | Japan | Derivat | Derivative |
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