Jiakou Wang

University of Wisconsin - Madison - Department of Finance, Investment and Banking

975 University Avenue

Madison, WI 53706

United States

SCHOLARLY PAPERS

2

DOWNLOADS

546

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

A Non-Linear Dynamic Model of the Variance Risk Premium

Journal of Econometrics, Forthcoming
Number of pages: 35 Posted: 29 Apr 2012 Last Revised: 03 Dec 2014
Bjorn Eraker and Jiakou Wang
University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 457 (62,890)
Citation 1

Abstract:

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VIX, variance risk premium, nonlinear model

A Non-Linear Dynamic Model of the Variance Risk Premium

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 50 Posted: 12 Mar 2012 Last Revised: 03 Dec 2014
Jiakou Wang and Bjorn Eraker
University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 34 (470,471)

Abstract:

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2.

The Investors' Belief in Stock Returns and Volatilities

Number of pages: 42 Posted: 31 Mar 2014
Jiakou Wang
University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 55 (380,582)

Abstract:

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