Is volatility risk priced in the securities market?...

Is volatility risk priced in the securities market? Evidence from S&P 500 index options

Yakup Eser Arisoy, Aslihan Salih, Levent Akdeniz
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Volume:
27
Year:
2007
Language:
english
Pages:
26
DOI:
10.1002/fut.20242
File:
PDF, 214 KB
english, 2007
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