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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it?

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Date
2014
Author
Andreou, Elena
Ghysels, Eric

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Keyword(s):
Schätzung
ARCH-Modell
Börsenkurs
Capital Asset Pricing Model
Marktliquidität
Risikoprämie
USA
Volatilität

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URI
http://gnosis.library.ucy.ac.cy/handle/7/47077
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