
Information Contents in Variance Risk Premium: The Case of Korea
Author(s) -
Jaeho Yun
Publication year - 2019
Publication title -
gugje gyeongje yeon'gu
Language(s) - English
Resource type - Journals
ISSN - 1229-9537
DOI - 10.17298/kky.2019.25.3.001
Subject(s) - variance risk premium , variance (accounting) , risk premium , economics , econometrics , business , actuarial science , volatility risk premium , volatility (finance) , volatility smile , accounting