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Variance risk premium
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1	The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-12-01 04:33:25 Mathematical finance Economy Finance Money VIX Variance risk premium Variance swap Volatility Yield curve Swap Derivative Implied volatility
2	Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2010-03-22 12:53:13 Economy Mathematical finance Finance Money Stochastic volatility Variance risk premium Variance swap VIX Risk premium Volatility Equity premium puzzle Implied volatility
3	/private/tmp/tpd22a57bb_b7b9_42ee_b52b_6266cc4f9c32.ps Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:22 Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility Variance swap Implied volatility Variance risk premium Financial economics Skewness risk Option
4	Microsoft Word - Volatility-of-volatility Risk in Asset Pricing_tfc_1122 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:02:25 Mathematical finance Finance Money Economy Volatility Implied volatility VIX Variance risk premium Beta Capital asset pricing model Financial risk Market risk
5	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ Add to Reading List Source URL: ifas.xmu.edu.cn Language: English - Date: 2015-06-29 05:06:14 Mathematical finance Equity premium puzzle VIX Risk Volatility Variance risk premium Implied volatility Financial risk Stochastic volatility Modern portfolio theory
6	Variance Risk Premiums and the Forward Premium Puzzle∗ Juan M. Londono† Hao Zhou‡ Add to Reading List Source URL: www.ckgsb.edu.cn Language: English - Date: 2014-10-27 02:37:54
7	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2015-04-03 13:10:06 Finance Variance Skewness Capital asset pricing model Volatility Risk-neutral measure Risk premium Risk Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Statistics
8	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Downside Variance Risk Premium Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2015-04-03 13:10:06 Finance Variance Skewness Capital asset pricing model Volatility Risk-neutral measure Risk premium Risk Autoregressive conditional heteroskedasticity Mathematical finance Financial economics Statistics
9	Working Paper/Document de travail[removed]Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Add to Reading List Source URL: www.bankofcanada.ca Language: English - Date: 2013-04-23 11:00:52 Economics VIX Stochastic volatility Variance risk premium Equity premium puzzle Variance swap Volatility Valuation of options Option Mathematical finance Financial economics Finance
10	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: federalreserve.gov Language: English - Date: 2012-04-05 11:04:03 Econometrics Actuarial science Time series analysis Variance risk premium Variance Bootstrapping Linear regression Volatility Standard deviation Statistics Mathematical finance Data analysis

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