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RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS

✍ Scribed by Leonidas S. Rompolis; Elias Tzavalis

Book ID: 111215599
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 692 KB
Volume: 33
Category: Article
ISSN: 0270-2592
DOI: 10.1111/j.1475-6803.2010.01265.x

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