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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Carr, Peter
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Factor analysis with large panels volatility proxies
Ghysels, Eric
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2014
Persistent link: https://www.econbiz.de/10010382083
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
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Ghysels, Eric
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2014
Persistent link: https://www.econbiz.de/10010440191
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