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Review of finance : journal of the European Finance Association
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Variance-of-variance risk premium
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1549-1579
Persistent link: https://www.econbiz.de/10012005754
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Hedging surprises, jumps, and model misspecification : a risk management perspective on hedging S&P 500 options
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
4
,
pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
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