Cross-sectional pricing of volatility and a model-free volatility risk premium

Additional Metadata
Keywords	Systematic Volatility; Idiosyncratic Volatility; Volatility Risk Premium; Risk Premium; Risk-Aversion
Thesis Advisor	Bhuyan, A.
Persistent URL	hdl.handle.net/2105/59200
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Overgaauw, J.A. (2021, August 9). Cross-sectional pricing of volatility and a model-free volatility risk premium. Business Economics. Retrieved from http://hdl.handle.net/2105/59200

Publication