Journal of Econometrics · 2020 · 96 citations · 53 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsFinancial Risk ManagementEquity RiskFinancial RiskMarket RiskPortfolio TheoryRisk AversionVolatility ModelingEquity Market RiskRisk Premia DecompositionTail Risk PremiaTerm Structure EffectsVariance Risk Premia
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