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 APA Style APA-ALL Style AAA 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). Cross-sectional pricing of volatility and a model-free volatility risk premium. In Business Economics.http://hdl.handle.net/2105/59200

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