Variance risk premiums

Review of Financial Studies

Volumn 22, Issue 3, 2009, Pages 1311-1341

  Carr, Peter ^a   Wu, Liuren ^b  

^a NEW YORK UNIVERSITY   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 60449085030     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhn038     Document Type: Article

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