Pages that link to "Item:Q2347731"
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The following pages link to A non-linear dynamic model of the variance risk premium (Q2347731):
Displaying 14 items.
- The VIX, the variance premium and stock market volatility (Q473230) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- A simple nonnegative process for equilibrium models (Q529722) (← links)
- The variance risk premium and fundamental uncertainty (Q529727) (← links)
- Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- On a nonlinear risk analysis for stock market indexes (Q2454821) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← 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)
- (Q3609343) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
- Option returns (Q6134137) (← links)