The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
| Year of publication: |
2013
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|---|---|
| Authors: | Ederington, Louis H. ; Guan, Wei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 9, p. 3388-3400
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