Unbalanced Regressions and the Predictive Equation

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

Research output: Working paper/Preprint › Working paper › Research

1 Journal article

1 results

2019
The VIX, the Variance Premium, and Expected Returns
Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E., 2019, In: Journal of Financial Econometrics. 17, 4, p. 517-558 42 p.
Research output: Contribution to journal › Journal article › Research › peer-review

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10 Citations (Scopus)

488 Downloads (Pure)