Downside variance risk premium

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
1. Verfasser: Feunou, Bruno (VerfasserIn)
Weitere Verfasser: Jahan-Parvar, Mohammad R. (VerfasserIn), Okou, Cédric (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
downside and upside variance risk premium > realized volatility > risk-neutral volatility > skewness risk premium > Aufsatz in Zeitschrift
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