Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
Year of publication: |
2013
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Authors: | Kaeck, Andreas ; Alexander, Carol |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 28.2013, p. 46-56
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