Essays about: "Andreas Rueckert"
Found 1 essay containing the words Andreas Rueckert.
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1. The Dynamics of the Variance Risk Premium: Refining Volatility Forecasts and Portfolio Returns
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this paper, we investigate the dynamics of the variance risk premium and whether it can be used to achieve incremental predictability of future volatility on the S&P 500 index. Previous studies have focused on the usefulness of implied volatility in volatility forecasting. READ MORE
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