Variance Components, Term Structures of Variance Risk Premia, and Expected Asset Returns
Jun Ye Li (University of Essex, United Kingdom)
- Seminars Econometric Institute
Jun Ye Li (University of Essex, United Kingdom)
Benoit Dries (Ghent University, Belgium)
Pasqualle Della Corte (Imperial College London, United Kingdom)
Alessio Sancetta (Royal Holloway University of London, United Kingdom)
Frank Kleibergen (Brown University, United States of America)
Jeroen Rombouts (HEC Montréal, Canada)
Nobuhiko Terui (Tohoku University, Japan)
Giugliemlo Caporale (Brunel University London, United Kingdom)
Joachim Bueschken (Katholische Universität Eichstätt-Ingolstadt, Germany)
Bernd Schwaab (European Central Bank, Germany)
Massimo Guidolin (Bocconi University, Italy)
Menelaos Karanasos (Brunel University, United Kingdom)
Otilia Boldea (University of Tilburg)
Michel van de Velden (Erasmus University Rotterdam)
Ilona Babenko (The University of Arizona, United States)
Eran Raviv (Erasmus University Rotterdam)
Giovanni Mellace (University of St. Gallen, Switzerland)
Paolo Parente (University of Exeter, United Kingdom)
Stefano Grassi (Aarhus University, Denmark)
Dinand Webbink (Erasmus University Rotterdam)