The predictive power of the Variance Risk Premium and Correlation Risk Premium for S&P500 returns

Additional Metadata
Keywords	volatility, correlation, risk premia, machine learning, prediction
Thesis Advisor	Koeter, Joren, Alexandrou, George
Persistent URL	hdl.handle.net/2105/64606
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	Gerver, Jan-André. (2022, August 30). The predictive power of the Variance Risk Premium and Correlation Risk Premium for S&P500 returns. Finance & Investments. Retrieved from http://hdl.handle.net/2105/64606

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