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~subject:"Volatility"
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Volatility
Theorie
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Theory
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NIG distribution
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Risikoprämie
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Risk premium
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Capital income
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Kapitaleinkommen
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cumulants
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idiosyncratic volatility
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risk premia
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Börsenkurs
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Equity-Premium-Puzzle
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Estimation
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Event marketing
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Index futures
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Wilhelmsson, Anders
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Lundtofte, Frederik
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Nossman, Marcus
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Nyberg, Peter
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The financial review : the official publication of the Eastern Finance Association
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The journal of alternative investments
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ECONIS (ZBW)
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Is the VIX futures market able to predict the VIX index? : a test of the expectation hypothesis
Nossman, Marcus
;
Wilhelmsson, Anders
- In:
The journal of alternative investments
12
(
2009/10
)
2
,
pp. 54-67
Persistent link: https://www.econbiz.de/10003961078
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Idiosyncratic risk and higher-order cumulants
Lundtofte, Frederik
;
Wilhelmsson, Anders
-
2011
Persistent link: https://www.econbiz.de/10009310802
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3
Volatility risk premium, risk aversion, and the cross-section of stock returns
Nyberg, Peter
;
Wilhelmsson, Anders
- In:
The financial review : the official publication of the …
45
(
2010
)
4
,
pp. 1079-1100
Persistent link: https://www.econbiz.de/10008698944
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