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Stochastic Volatility of Volatility and Variance Risk Premia

✍ Scribed by Barndorff-Nielsen, O. E.; Veraart, A. E. D.

Book ID: 118242607
Publisher: Oxford University Press
Year: 2012
Tongue: English
Weight: 23 KB
Volume: 11
Category: Article
ISSN: 1479-8409
DOI: 10.1093/jjfinec/nbs008

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