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  • Search: subject:"Implied and realized volatility"
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Year of publication
Subject
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Börsenkurs 1 Capital income 1 Capital market returns 1 Financialization 1 Implied and realized volatility 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Oil and stock returns 1 Risikoprämie 1 Risk premium 1 Share price 1 Volatility 1 Volatility risk premium (VRP) 1 Volatilität 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Nakamura, Nobuhiro 1 Ōhashi, Kazuhiko 1
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RIETI discussion paper series 1
Source
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ECONIS (ZBW) 1
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Dynamic relation between volatility risk premia of stock and oil returns
Nakamura, Nobuhiro; Ōhashi, Kazuhiko - 2018
Persistent link: https://www.econbiz.de/10012133500
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