Is volatility risk priced? Properties of tests based on option hedging errors
| Year of publication: |
2004-09-27
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| Authors: | Branger, Nicole ; Schlag, Christian |
| Institutions: | Money Macro and Finance Research Group |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004977113