Volatility of Volatility, Expected Stock Return and Variance Risk Premium
Year of publication: |
2015
|
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Authors: | Wang, Ruoyang |
Other Persons: | Kirby, Chris (contributor) ; Clark, Steven P. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2312408 [DOI] |
Classification: | C13 - Estimation ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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