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  • Search: subject:"Synthetic variance swaps"
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ARCH model 1 ARCH-Modell 1 Analysis of variance 1 Forecasting model 1 India 1 Indien 1 Jumps 1 Model free implied volatility 1 Option trading 1 Optionsgeschäft 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Realized variance 1 Risikoprämie 1 Risk premium 1 Swap 1 Synthetic variance swaps 1 Variance risk premium 1 Varianzanalyse 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Lukose P. J., Jijo 1 Ramachandran, Shankar 1 Sankar, Ganesh 1
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International review of economics & finance : IREF 1
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ECONIS (ZBW) 1
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Dynamics of variance risk premium : evidence from India
Sankar, Ganesh; Ramachandran, Shankar; Lukose P. J., Jijo - In: International review of economics & finance : IREF 70 (2020), pp. 321-334
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