Implied risk aversion and volatility risk premiums
Year of publication: |
2012
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Authors: | Yoon, Sun-Joong ; Byun, Suk Joon |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 1 (1.1.), p. 59-71
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