Is volatility risk priced in the securities market? Evidence from S&P 500 index options
Year of publication: |
2007
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Authors: | Arisoy, Yakup Eser ; Salih, Aslihan ; Akdeniz, Levent |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 7, p. 617-642
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