Volatility Trading: What Is the Role of the Long-Run Volatility Component?
| Year of publication: |
2012
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|---|---|
| Authors: | Zhou, Guofu ; Zhu, Yingzi |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 47.2012, 2, p. 273-309
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