Open AccessThe Variance Risk Premium in Equilibrium Models
Author(s) -
Geert Bekaert,
Eric Engström,
Andrey Ermolov
Publication year - 2020
Language(s) - English
Resource type - Reports
DOI - 10.3386/w27108
Subject(s) - variance risk premium , econometrics , variance (accounting) , economics , risk premium , mathematics , statistics , volatility risk premium , stochastic volatility , volatility (finance) , accounting
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