Unspanned Stochastic Volatility: Evidence from Hedging...

Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives

Haitao Li and Feng Zhao
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Volume:
61
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/3699343
Date:
February, 2006
File:
PDF, 4.79 MB
english, 2006
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