Reassessing the predictive power of the variance risk premium:  Period and Cross-sectional analysis

Additional Metadata
Keywords	variance risk premium, volatility model, predictability, time varying, Black & Scholes, vix, model-free approach
Thesis Advisor	Abudy, Meni, Koeter, Joren
Persistent URL	hdl.handle.net/2105/68229
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	Tzanakakis, Michail. (2023, April 28). Reassessing the predictive power of the variance risk premium: Period and Cross-sectional analysis. Finance & Investments. Retrieved from http://hdl.handle.net/2105/68229

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