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Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets

Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets

AuteursL. Barras and A. Malkhozov
JournalJournal of Financial Economics
Date5 fév. 2016
CatégorieAcademic Publications
Volumevol 121(1), pp 79-92

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