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Is volatility risk priced? Properties of tests based on option hedging errors
Branger, Nicole
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Schlag, Christian
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Money Macro and Finance Research Group
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2004
Persistent link: https://www.econbiz.de/10004977113
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Why is the index smile so steep?
Schlag, Christian
;
Branger, Nicole
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Money Macro and Finance Research Group
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2004
Persistent link: https://www.econbiz.de/10004977128
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