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
Ian Gregory-Smith (Newcastle University, United Kingdom)
Hans Grönqvist (Linnaeus University, Sweden)
Tilbe Atev (Erasmus University Rotterdam), brownbag seminar
Peter Schwardmann (Carnegie Mellon University, United States)
Federico Bandi (Johns Hopkins University, United States)
Melanie Luhrmann (University of London, United Kingdom)
Laurens Cherchye (KU Leuven, Belgium)
Fantine Tingfang Xiao
Eric Bonsang (PSL–Paris-Dauphine University, France)
Bauke Visser , (brownbag seminar)
Lisa Spantig (RWTH Aachen University, Germany)
Miriam Wüst (University of Copenhagen, Denmark)
Antonella Bancalari (Institute for Fiscal Studies, United Kingdom)
Marlies Bar (Erasmus University Rotterdam)
Abi Adams (University of Oxford, United Kingdom)
Thomas Siedler (Universität Potsdam, Germany)
Mathias Doepke (London School of Economics, United Kingdom)