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- 2017-07-02 发布于福建
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Recession Prediction Modeling
THE VOLATILITY PREMIUM RISK:
VALUATION AND FORECASTING1
Bogdan NEGREA2
PhD, University Professor, Department of Money,
Faculty of Finance, Insurance, Banking and Stock Exchange, University of Economics,
010374, 6 Romana Square, Bucharest, Romania
Associate Researcher, University Paris 1 (Panthéon-Sorbonne), France
E-mail: negrea@univ-paris1.fr
Abstract: Empirical studies, such as Lamoureux and Lastrapes (1993), Guo (1998), Fouque
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