Capturing the Variance Risk Premium at Different Time Horizons using (Realized) GARCH Option Pricing Models

Additional Metadata
Keywords	GARCH option pricing models; VIX; Variance risk premium; Realized GARCH; VIX9D; VIX1D
Thesis Advisor	Vladimirov, E
Persistent URL	hdl.handle.net/2105/73735
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	Daalen, D. van. (2024, September 18). Capturing the Variance Risk Premium at Different Time Horizons using (Realized) GARCH Option Pricing Models. Econometrie. Retrieved from http://hdl.handle.net/2105/73735

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