Volatility of volatility is (also) rough
Year of publication: |
2019
|
---|---|
Authors: | Da Fonseca, José ; Zhang, Wenjun |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 39.2019, 5 (15.01.), p. 600-611
|
Publisher: |
Wiley |
Saved in:
Online Resource
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