The price of variance risk

Journal of Financial Economics 2016 / 11

The price of variance risk

Dew-Becker, Ian, Giglio, Stefano, Le, Anh, Rodriguez, Marius
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Language:
english
Journal:
Journal of Financial Economics
DOI:
10.1016/j.jfineco.2016.04.003
Date:
November, 2016
File:
PDF, 1.20 MB
english, 2016
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