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Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets

By Chris Bardgett, Elise Gourier and Markus Leippold
Topics: Department of Banking and Finance, 330 Economics
Year: 2015
DOI identifier: 10.5167/uzh-90690
OAI identifier: oai:www.zora.uzh.ch:90690
Provided by: ZORA

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