Can tests based on option hedging errors correctly identify volatility risk premia?
Year of publication: |
2008
|
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Authors: | Branger, Nicole ; Schlag, Christian |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 43.2008, 4, p. 1055-1090
|
Subject: | Hedging | Kointegration | Cointegration | Volatilität | Volatility | Theorie | Theory |
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