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isPartOf:"Journal of financial economics"
~isPartOf:"Energy economics"
~person:"Christoffersen, Peter F."
~subject:"ARCH model"
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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