Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it?
| dc.contributor.author | Andreou, Elena | en |
| dc.contributor.author | Ghysels, Eric | en |
| dc.creator | Andreou, Elena | en |
| dc.creator | Ghysels, Eric | en |
| dc.date.accessioned | 2019-05-03T05:21:45Z | |
| dc.date.available | 2019-05-03T05:21:45Z | |
| dc.date.issued | 2014 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/47077 | |
| dc.language.iso | eng | en |
| dc.subject | Schätzung | de |
| dc.subject | ARCH-Modell | en |
| dc.subject | Börsenkurs | en |
| dc.subject | Capital Asset Pricing Model | en |
| dc.subject | Marktliquidität | en |
| dc.subject | Risikoprämie | en |
| dc.subject | USA | en |
| dc.subject | Volatilität | en |
| dc.title | Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? | en |
| dc.type | info:eu-repo/semantics/book | |
| dc.author.faculty | Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management | |
| dc.author.department | Τμήμα Οικονομικών / Department of Economics | |
| dc.type.uhtype | Book | en |
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||