Modelling the Variance Risk Premium of Equity Indices : The Role of Dependence and Contagion
Year of publication: |
2014
|
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Authors: | Granelli, Andrea |
Other Persons: | Veraart, Almut (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Börsenkurs | Share price | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 7, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2392558 [DOI] |
Classification: | G10 - General Financial Markets. General ; C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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