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Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion
Granelli, Andrea, Veraart, Almut E. D.Volume:
7
Langue:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/15M1011822
Date:
January, 2016
Fichier:
PDF, 832 KB
english, 2016