Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Year of publication: |
2006
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Authors: | Li, Haitao ; Zhao, Feng |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 61.2006, 1, p. 341-378
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