The VIX, the Variance Premium and Stock Market Volatility
Year of publication: |
2013
|
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Authors: | Bekaert, Geert |
Other Persons: | Hoerova, Marie (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Finanzanalyse | Financial analysis |
Extent: | 1 Online-Ressource (41 p) |
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Series: | NBER Working Paper ; No. w18995 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2013 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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