Academic publications

Citation

BibTex format

@techreport{Granelli:2014,
author = {Granelli, A and Veraart, AED},
title = {Modelling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion},
url = {http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2392558},
year = {2014}
}

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RIS format (EndNote, RefMan)

TY  - RPRT
AU  - Granelli,A
AU  - Veraart,AED
PY  - 2014///
TI  - Modelling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion
UR  - http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2392558
ER  -

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