Variance Risk Dynamics, Variance Risk Premia, and Optimal Variance Swap Investments
Year of publication: |
[2007]
|
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Authors: | Leippold, Markus |
Other Persons: | Wu, Liuren (contributor) ; Egloff, Daniel (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (60 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.903728 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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