Variance Risk Premium and Return Predictability : Evidence from the Chinese SSE 50 ETF Options
Year of publication: |
2019
|
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Authors: | Cui, Zhenyu |
Other Persons: | Li, Zhiyong (contributor) ; Wu, Ying (contributor) ; Yu, Mei (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | China | Kapitaleinkommen | Capital income | Indexderivat | Index derivative |
Extent: | 1 Online-Ressource (23 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 24, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3426118 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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