Volatility risk premium
- Wikidata
- https://www.wikidata.org/wiki/Q7940001
- OpenAlex ID
- https://openalex.org/C44731940 (API record)
- OpenAlex Description
- None
- OpenAlex Level [?]
- 4
Broader Concepts
Narrower Concepts
- Constant elasticity of variance model
- Financial models with long-tailed distributions and volatility clustering
- Variance risk premium
- Variance swap
- Volatility risk
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