GARCH implied volatility: an analysis of the risk premium

Additional Metadata
Keywords	GARCH option pricing; implied volatility; equity risk premium; volatility risk premium
Thesis Advisor	Vladimirov, E
Persistent URL	hdl.handle.net/2105/73719
Series	Econometrie
Organisation	Erasmus School of Economics
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	Maldegem, L.A. van. (2024, September 18). GARCH implied volatility: an analysis of the risk premium. Econometrie. Retrieved from http://hdl.handle.net/2105/73719

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