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Option-implied volatility factors and the cross-section of market risk premia

✍ Scribed by Junye Li

Book ID: 116615934
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 335 KB
Volume: 36
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2011.07.005

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