Predicting the equity premium with the implied volatility spread
Year of publication: |
2024
|
---|---|
Authors: | Cao, Charles Q. ; Simin, Timothy T. ; Xiao, Han |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 321-361
|
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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