Volatility Risk Premium and European Equity Index Returns

Antti Ihalainen, Sheraz Ahmed, Eero Pätäri. Volatility Risk Premium and European Equity Index Returns. In Jan Stoklasa, Pasi Luukka, Maria Ganzha, editors, Recent Advances in Business Analytics. Selected papers of the 2021 KNOWCON-NSAIS workshop on Business Analytics, Olomouc, Czech Republic, November 11-12, 2021. Volume 29 of Annals of Computer Science and Information Systems, pages 19-28, 2021. [doi]

Authors

Antti Ihalainen

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Sheraz Ahmed

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Eero Pätäri

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