Quadratic variance swap models

Quadratic variance swap models

Filipović, Damir, Gourier, Elise, Mancini, Loriano
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Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2015.08.015
Date:
September, 2015
File:
PDF, 2.97 MB
english, 2015
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