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VRP forecasting

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posted on 2022-02-21, 23:13 authored by JONATHAN DARKJONATHAN DARK, FEDERICO NARDARIFEDERICO NARDARI, THIJS VAN DER HEIJDENTHIJS VAN DER HEIJDEN, Xin Gao
VRPs for each asset plus predictors

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None

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    3330 - Finance

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    Keywords

    Variance risk premiumvariance swapsForecasting

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    Restrictive Licence

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