A non-linear dynamic model of the variance risk premium
| Autor: | Eraker, Bjørn, Wang, Jiakou |
|---|---|
| Zdroj: | In Journal of Econometrics August 2015 187(2):547-556 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Eraker, Bjørn, Wang, Jiakou |
|---|---|
| Zdroj: | In Journal of Econometrics August 2015 187(2):547-556 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect