Is volatility risk priced after all? : some disconfirming evidence
Year of publication: |
2007
|
---|---|
Authors: | Loudon, Geoffrey F. ; Rai, Alan M. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 4/6, p. 357-368
|
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Australien | Australia |
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