Predicting the equity premium with the implied volatility spread
Charles Cao, Timothy Simin, and Han Xiao
| Year of publication: |
2024
|
|---|---|
| Authors: | Cao, Charles Q. ; Simin, Timothy T. ; Xiao, Han |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 321-361
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| Subject: | Implied volatility spread | Equity premium | Prediction | Risikoprämie | Risk premium | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045592