It's all about volatility of volatility: Evidence from a...

It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model

Grassi, Stefano, Santucci de Magistris, Paolo
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Volume:
30
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2014.11.007
Date:
January, 2015
File:
PDF, 1.18 MB
english, 2015
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