Predicting the equity premium with the implied volatility spread
Year of publication: |
2020
|
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Authors: | Cao, Charles Q. ; Simin, Timothy T. ; Xiao, Han |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 51.2020, p. 1-17
|
Subject: | Implied volatility spread | Equity premium | Prediction | Risikoprämie | Risk premium | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
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