Drift bursts, volatility forecasting, and the variance risk premium

Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Statws	Cyhoeddwyd - 2025
Digwyddiad	2025 Conference of the International Association for Applied Econometrics - Hyd: 25 Meh 2025 → … https://sites.google.com/view/iaae2025

Cynhadledd	2025 Conference of the International Association for Applied Econometrics
Cyfnod	25/06/25 → …
Cyfeiriad rhyngrwyd	https://sites.google.com/view/iaae2025

Dyfynnu hyn

@conference{8af04630785e4983a2ba64297e92d103,

title = "Drift bursts, volatility forecasting, and the variance risk premium",

author = "Kevin Evans and Dudley Gilder and Kefu Liao",

year = "2025",

language = "English",

note = "2025 Conference of the International Association for Applied Econometrics ; Conference date: 25-06-2025",

url = "https://sites.google.com/view/iaae2025",

}