Pages that link to "Item:Q2813080"
From MaRDI portal
The following pages link to Modeling the variance risk premium of equity indices: the role of dependence and contagion (Q2813080):
Displaying 6 items.
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- Movements in the Equity Premium: Evidence from a Time-Varying VAR (Q3574704) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)