Drift bursts, volatility forecasting, and the variance risk premium

Kevin Evans, Dudley Gilder, Kefu Liao

Research output: Contribution to conference › Paper › peer-review

Original language	English
Publication status	Published - 2025
Event	2025 Conference of the International Association for Applied Econometrics - Duration: 25 Jun 2025 → … https://sites.google.com/view/iaae2025

Conference	2025 Conference of the International Association for Applied Econometrics
Period	25/06/25 → …
Internet address	https://sites.google.com/view/iaae2025

Cite this

@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",

}