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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~person:"Gibson, Michael S."
~subject:"Factor asset pricing models"
~subject:"Risikoprämie"
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Factor asset pricing models
Risikoprämie
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Ghysels, Eric
Gibson, Michael S.
Zhou, Hao
3
Bollerslev, Tim
2
Andreou, Elena
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Aït-Sahalia, Yacine
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Bandi, Federico M.
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Journal of econometrics
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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2
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
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