Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/siamfm/GranelliV16
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Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion.
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Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion.
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