Unbalanced Regressions and the Predictive Equation

Daniela Osterrieder, Daniel Ventosa-Santaulària, J. Eduardo Vera-Valdés

Publikation: Working paperForskning

Abstrakt

This is an earlier working paper version of the published article titled "The VIX, the Variance Premium, and Expected Returns". You can access the accepted author manuscript version of the latter in VBN.
OriginalsprogEngelsk
UdgiverAarhus Universitetsforlag
Sider1 - 56
StatusUdgivet - 4 feb. 2015

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