Open AccessGood and Bad Variance Premia and Expected Returns
Author(s) -
Mete Kilic,
Ivan Shaliastovich
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3024086
Subject(s) - variance (accounting) , economics , econometrics , variance risk premium , risk premium , financial economics , volatility (finance) , volatility risk premium , stochastic volatility , accounting
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