Drift bursts, volatility forecasting, and the variance risk premium

Kevin Evans, Dudley Gilder, Kefu Liao

Research output: Contribution to conferencePaperpeer-review

Original languageEnglish
Publication statusPublished - 2025
Event2025 Conference of the International Association for Applied Econometrics -
Duration: 25 Jun 2025 → …
https://sites.google.com/view/iaae2025

Conference

Conference2025 Conference of the International Association for Applied Econometrics
Period25/06/25 → …
Internet address

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