The variance risk premium and fundamental uncertainty (Q529727)
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scientific article; zbMATH DE number 6728346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The variance risk premium and fundamental uncertainty |
scientific article; zbMATH DE number 6728346 |
Statements
The variance risk premium and fundamental uncertainty (English)
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9 June 2017
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variance risk premium
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return predictability
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VIX
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GARCH-MIDAS
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economic uncertainty
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vol-of-vol
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