A Global Perspective on the Variance Risk Premium and Return Predictability

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Keywords	Variance Risk Premium, Return Predictability, Implied Volatility, Realised Volatility, VIX, Global Indices, Jump Variation
Thesis Advisor	Koeter, Joren, Alexandrou, George
Persistent URL	hdl.handle.net/2105/66120
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	Kloet, Sander. (2023, February 7). A Global Perspective on the Variance Risk Premium and Return Predictability. Finance & Investments. Retrieved from http://hdl.handle.net/2105/66120

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