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Variance risk premium
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21	The RAND Corporation Equilibrium and Optimality in a Mean-Variance Model Author(s): Robert M. Costrell Source: The RAND Journal of Economics, Vol. 17, No. 1 (Spring, 1986), pp[removed]Published by: Blackwell Publishing Add to Reading List Source URL: www.uark.edu Language: English - Date: 2010-08-18 14:04:16 Economic theories Competition Welfare economics General equilibrium theory Perfect competition Capital asset pricing model Economic model Joseph Stiglitz Risk premium Economics Game theory Financial markets
22	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Stochastic volatility VIX Volatility Capital asset pricing model Variance swap Linear regression Variance risk premium Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Finance
23	PDF Document Add to Reading List Source URL: www.chicagofed.org Language: English - Date: 2013-03-25 11:11:09 Mathematical finance Financial markets Actuarial science Data analysis Normal distribution Variance risk premium Equity premium puzzle Stochastic volatility Risk premium Statistics Financial economics Economics
24	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Stock Return Predictability and Variance Risk Premia: Statistical Inference and Inte Add to Reading List Source URL: www3.imperial.ac.uk Language: English Econometrics Actuarial science Time series analysis Variance risk premium Variance Bootstrapping Linear regression Volatility Standard deviation Statistics Mathematical finance Data analysis
25	Variance Risk Premiums and the Forward Premium Puzzle∗ Juan M. Londono† Hao Zhou‡ Add to Reading List Source URL: workspace.imperial.ac.uk Language: English - Date: 2012-12-19 14:30:29 Mathematical finance Foreign exchange market Options Banking Exchange rate Variance risk premium Foreign-exchange option Financial risk Volatility Finance Financial economics Economics
26	Variance Risk Premiums and the Forward Premium Puzzle Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2013-01-18 17:23:21 Mathematical finance Options Foreign exchange market Banking Exchange rate Variance risk premium Foreign-exchange option Financial risk Carry Finance Financial economics Economics
27	JUMP PROCESSES IN FINANCE: MODELING, SIMULATION, INFERENCE AND PRICING by Viktor Todorov Department of Economics Add to Reading List Source URL: www.amstat.org Language: English - Date: 2008-09-04 07:25:00 Statistics Stochastic volatility Volatility Jump diffusion Variance risk premium VIX Jump process Quantitative analyst Mathematical finance Finance Financial economics
28	VARIANCE DERIVATIVES: PRICING AND CONVERGENCE JOHN CROSBY AND MARK H. A. DAVIS Abstract. We examine the pricing of variance swaps and some generalisations and variants such as selfquantoed variance swaps, gamma swaps, sk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2012-12-18 04:54:37 Economics Banking Stochastic processes Options Variance swap Black–Scholes Variance risk premium Forward contract Hull–White model Mathematical finance Financial economics Finance
29	The VIX, the variance rremium and stock market volatility Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-05-14 08:46:59 Economics VIX Variance risk premium Volatility Variance swap Implied volatility Realized variance Autoregressive conditional heteroskedasticity Variance Mathematical finance Finance Financial economics