.XLSX

Asset_returns.xlsx (277.45 kB)

.WF1

forecasting.wf1 (4.74 MB)

.OX

MCS.ox (23.75 kB)

TEXT

models.prg (31.78 kB)

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4 files

VRP forecasting

dataset

posted on 2022-02-21, 23:13 authored by JONATHAN DARKJONATHAN DARK, FEDERICO NARDARIFEDERICO NARDARI, THIJS VAN DER HEIJDEN, Xin Gao

VRPs for each asset plus predictors

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None

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Keywords

Variance risk premium variance swaps Forecasting

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Restrictive Licence

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