Pages that link to "Item:Q2190227"
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The following pages link to Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227):
Displaying 24 items.
- Risk premia in option markets (Q300692) (← links)
- Variance trading and market price of variance risk (Q469575) (← links)
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- The variance risk premium and fundamental uncertainty (Q529727) (← links)
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- Total and partial bivariate risk premia: an extension (Q1876629) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- The term structure of equity and variance risk premia (Q2224879) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- Variance disparity and market frictions (Q2294445) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- Tail risk and return predictability for the Japanese equity market (Q2658790) (← links)
- Modeling the variance risk premium of equity indices: the role of dependence and contagion (Q2813080) (← links)
- Movements in the Equity Premium: Evidence from a Time-Varying VAR (Q3574704) (← links)
- Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (Q4554096) (← links)
- Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics* (Q4554739) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412) (← links)
- TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (Q4662055) (← links)
- On bivariate risk premia (Q5937151) (← links)
- Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)