Variance Risk Premia
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https://data.mendeley.com/datasets/f5wv28b6gs
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资源简介：
This dataset includes the 29 Variance Risk Premia (VRP) used in "Fassas, A. P., & Papadamou, S. (2018). Variance risk premium and equity returns. Research in International Business and Finance, 46, 462-470."
We define VRP as the difference between the ex-post realized return variation and the ex-ante risk-neutral expectation of the future return variation.
创建时间：
2019-07-16
