Effects of Volatility Term Structure on Return Predictability of the Variance Risk Premium

Additional Metadata
Keywords	variance risk premium, asset pricing, implied volatility, term structure
Thesis Advisor	Abudy, Meni, Wagner, Wolf
Persistent URL	hdl.handle.net/2105/63761
Series	Finance & Investments
Organisation	Rotterdam School of Management
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	Trischler, Manuel. (2022, July 19). Effects of Volatility Term Structure on Return Predictability of the Variance Risk Premium. Finance & Investments. Retrieved from http://hdl.handle.net/2105/63761

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