2004•SSRN Electronic JournalOpen access
Variance Risk Premia
Liuren Wu, Peter Carr
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Liuren Wu, Peter Carr
Abstract
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OpenAlex reports 154 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Risk premium, Variance risk premium, Variance (accounting), Economics, Business, Econometrics, Financial economics, Volatility risk premium