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Search: subject:"volatility risk premium"
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Risikoprämie
33
Risk premium
33
Volatility
33
Volatilität
33
Volatility risk premium
32
Estimation
13
Option trading
13
Optionsgeschäft
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volatility risk premium
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34
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Yin, Libo
5
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2
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2
Ornelas, José Renato Haas
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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3
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2
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2
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2
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2
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2
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ECONIS (ZBW)
33
RePEc
12
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1
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1
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
2
Realized GARCH, CBOE VIX, and the
volatility
risk
premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
The volatility index and
volatility
risk
premium
in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
4
Uncertainty-driven oil
volatility
risk
premium
and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
5
Measuring the time series of high-frequency risk attitude from
volatility
risk
premium
: the case of emerging markets
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2407-2422
Persistent link: https://www.econbiz.de/10013190370
Saved in:
6
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
7
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
8
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
9
The volatility premium
Eraker, Bjørn
- In:
The quarterly journal of finance
11
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
Saved in:
10
Co-movement of
volatility
risk
premium
: evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
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