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Stochastic volatility of volatility and variance risk premia

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Financial Econometrics
Volume11
Issue1
Pages (from-to)1-46
Number of pages46
ISSN1479-8409
DOIs
Publication statusPublished - 2013

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