处理
发表于 2025-3-25 06:06:17
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obstinate
发表于 2025-3-25 08:17:49
Predictability of VRP: Other International Evidenceof underlying returns. In a similar vein, Bollerslev et al. (J Econ, 160:102–118, 2011) assume an affine version of the stochastic volatility model in Heston (Rev Financ Stud, 6:327–343, 1993) and show that the variance risk premium is linearly related to the risk preference of individual agents. Ot
Water-Brash
发表于 2025-3-25 15:02:03
Predictability of VRP: A Comparison Studying returns. In a similar vein, Bollerslev (J Financ Quant Anal, 2013) assume an affine version of the stochastic volatility model as in Heston (Rev Financ Stud, 6:327–343, 1993) and show that the variance risk premium is linearly related to the risk aversion parameter. Other investigations in this
微枝末节
发表于 2025-3-25 16:18:17
General Equilibrium Option Pricing Method: Theoretical and Empirical Study
COLON
发表于 2025-3-25 20:21:34
General Equilibrium Option Pricing Method: Theoretical and Empirical Study978-981-10-7428-8
小母马
发表于 2025-3-26 00:41:32
Takayuki Kanda,Takahiro Miyashitatur Mark, 22, 627–648, 2002), Barndorff-Nielsen, Shephard (J R Stat Soc Ser B, 64, 2002), Barndorff-Nielsen, Shephard (Econometrica, 72, 885–925, 2004a), and Ebens (Realized stock volatility, working Paper, Johns Hopkins University, 1999). In parallel to the realized volatility measure, another stra
immunity
发表于 2025-3-26 04:59:15
Cognitive Neuroscience Robotics Bates would become inconsistent. Partially inspired by above issues, the model-free volatility approach, including realized volatility and model-free implied volatility, attracts a lot of research attention.
N防腐剂
发表于 2025-3-26 10:29:01
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Fretful
发表于 2025-3-26 14:32:57
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Isolate
发表于 2025-3-26 17:26:03
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