"Modeling the Variance Risk Premium of Equity Indices: The Role of ..."

Andrea Granelli, Almut E. D. Veraart (2016)

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DOI: 10.1137/15M1011822

access: closed

type: Journal Article

metadata version: 2017-05-17

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Andrea Granelli, Almut E. D. Veraart:
Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion. SIAM J. Financial Math. 7(1): 382-417 (2016)

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