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Economy / Mathematical finance / Finance / Money / Stochastic volatility / Variance risk premium / Variance swap / VIX / Risk premium / Volatility / Equity premium puzzle / Implied volatility


Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
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Document Date: 2010-03-22 12:53:13

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File Size: 318,91 KB

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