Factor Premium in Variance Risk
Yang Liu (University of Amsterdam)
- Econometrics Seminars and Workshop Series
Yang Liu (University of Amsterdam)
Charles Bos (VU University Amsterdam, the Netherlands)
Ryo Okui (VU University Amsterdam and Kyoto University, Japan)
Laurent Callot (VU University Amsterdam)
Michael Rockinger (University of Lausanne, Switzerland)
Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)
Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)
Erik Hennink (Ortec, the Netherlands)
Jan Magnus (VU University Amsterdam, the Netherlands)
Vladimir Yu. Protassov (Moskow State University, Russia)
Chen Zhou (Erasmus University Rotterdam, the Netherlands)
Vladimir Tikhomirov (Moscow State University, Russia)
Robin Lumsdaine (American University, Washington DC, United States)
Maxwell King (Monash University, Australia)
Xu Cheng (University of Pennsylvania, United States)
Xu Cheng (University of Pennsylvania, United States)
Dante Amengual (Universidad Internacional Menéndez Pelayo, Spain)
Knut Aare Aastveit (Norges Bank, Norway)
Paulo Rodrigues (Bank of Portugal, Portugal)
Vanessa Berenguer-Rico (University of Oxford, United Kingdom)