The VIX, the Variance Premium, and Expected Returns

Artículo

Daniela Osterrieder, Daniel Ventosa-Santaularìa, and J. Eduardo Vera-Valdés. The VIX, the Variance Premium, and Expected Returns, Journal of Financial Econometrics, 2018, 1–42 doi: 10.1093/jjfinec/nby008

2018-01-01



	  		  		

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