Learning and forecasts about option returns through the volatility risk premium (Q1655714)
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scientific article; zbMATH DE number 6915655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning and forecasts about option returns through the volatility risk premium |
scientific article; zbMATH DE number 6915655 |
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Learning and forecasts about option returns through the volatility risk premium (English)
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9 August 2018
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option returns
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volatility risk premium
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Bayesian learning
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predictability
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dynamic equilibrium model
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