Unbalanced Regressions and the Predictive Equation

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

Unbalanced Regressions and the Predictive Equation

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

Publikation: Working paper/Preprint › Working paper › Forskning

Abstract

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.

Originalsprog	Engelsk
Udgiver	Aarhus Universitetsforlag
Sider	1 - 56
Status	Udgivet - 4 feb. 2015

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The VIX, the Variance Premium, and Expected Returns
Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E., 2019, I: Journal of Financial Econometrics. 17, 4, s. 517-558 42 s.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

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Unbalanced Regressions and the Predictive Equation

Abstract

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The VIX, the Variance Premium, and Expected Returns

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