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The Price of Variance Risk

Ian Dew-Becker, Stefano Giglio, Anh Le, Marius del Giudice Rodriguez
Year2015
VenueNational Bureau of Economic Research
Typereport
Citations20
DOI10.3386/w21182
OpenAlexW3124857812

Topics

Financial Risk and Volatility ModelingVariance (accounting)EconometricsEconomicsStatisticsMathematics