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~person:"Guan, Wei"
~subject:"Volatility"
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Guan, Wei
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The cross-sectional relation between conditional heteroskedasticity, the implied
volatility
smile
, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
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