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The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho - In: Journal of econometrics 192 (2016) 1, pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
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Volatility-of-volatility and tail risk hedging returns
Park, Yang-Ho - In: Journal of financial markets 26 (2015), pp. 38-63
Persistent link: https://www.econbiz.de/10011477272