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Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
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School of Economics and Finance
Economics and Finance
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
QMRO Home
School of Economics and Finance
Economics and Finance
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
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