Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Owen O'Donnell
Arun Advani (University of Warwick, United Kingdom), James R. Hines jr. (University of Michigan, United States), Laurence Jacquet (CY Cergy Paris University), and Johannes Spinnewijn (London School of Economics)
Diana Bonfim (Bank of Portugal and Católica Lisbon School of Business and Economics, Portugal)
Mikel Alvarez-Mozos (University of Barcelona, Spain)
Sonja Settele (University of Cologne, Germany)
Director, DGS and students
Sebastian Riedmiller (Max PIanck Institute for Research on Collective Goods, Germany)
Adriana Robertson (University of Chicago Law School, United States)
Pierre Mabille (INSEAD, France)
Tamon Asonuma (International Monetary Fund, United States)
Jonathan Rossi
Marvin Borsch (University of Cologne), Ertian Chen (University College London), Jing Kong (University of Southern California), Kieran Marray (Vrije Universiteit Amsterdam), Gyungbae Park (Brown University), Bernhard van der Sluis (Erasmus University Rotterdam) et al.
Fábio Bentz Maciel
Milan Makany
Gabriella Conti (University College London, United Kingdom)
Jordi Jofre-Monseny (University of Barcelona, Spain)
Giovanni Mellace (University of Southern Denmark)
Luca Henkel
Juan Pablo Rincon Zapatero (Carlos III University of Madrid, Spain)