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isPartOf:"Journal of financial economics"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Leippold, Markus"
~subject:"United Kingdom"
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Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
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