Early Birds Get the Vol: Morning Volatility Uncertainty and Variance Risk Premium
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
- Erasmus Econometric Institute Series
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Director, DGS and students
Wei Jiang (Emory University, United States)
Director of Graduate Studies and students
Chris Muris (McMaster University, Canada)
Federico Bandi (Johns Hopkins University, United States)