Pages that link to "Item:Q473230"
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The following pages link to The VIX, the variance premium and stock market volatility (Q473230):
Displaying 26 items.
- The variance risk premium and fundamental uncertainty (Q529727) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Market risk and Bitcoin returns (Q827254) (← links)
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies (Q2150838) (← links)
- Variance risk: a bird's eye view (Q2182141) (← links)
- Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
- The term structure of equity and variance risk premia (Q2224879) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- On the market price of risk (Q2230759) (← links)
- A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (Q2292748) (← links)
- Variance disparity and market frictions (Q2294445) (← links)
- Tail risk and return predictability for the Japanese equity market (Q2658790) (← links)
- Why is VIX a fear gauge? (Q3119650) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS (Q4686507) (← links)
- What is the Expected Return on the Market?* (Q4963086) (← links)
- VIX futures term structure and the expectations hypothesis (Q4991047) (← links)
- Spiking the Volatility Punch (Q4994679) (← links)
- Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach (Q5026537) (← links)
- Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements (Q5037040) (← links)
- Sparse Change-point HAR Models for Realized Variance (Q5860933) (← links)
- Exploiting the errors: a simple approach for improved volatility forecasting (Q5964747) (← links)
- Persistence of jump-induced tail risk and limits to arbitrage (Q6158431) (← links)
- The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability (Q6623191) (← links)
- Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters (Q6634901) (← links)
