It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model
Grassi, Stefano, Santucci de Magistris, PaoloVolume:
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