2024-03-28T19:07:03Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6443581
2015-06-08T10:11:46Z
60
91
Eraker, Bjørn; Wang, Jiakou
2015
6443581
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06443581
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J. Econom. 187, No. 2, 547-556 (2015).
91G70; 60H30; 91B25; 91G20
A non-linear dynamic model of the variance risk premium
j