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Neumann, Maximilian, Prokopczuk, Marcel and Simen, Chardin Wese
(2016)
Jump and variance risk premia in the S&P 500.
JOURNAL OF BANKING & FINANCE, 69 (C).
pp. 72-83.
Up a level |
Neumann, Maximilian, Prokopczuk, Marcel and Simen, Chardin Wese
(2016)
Jump and variance risk premia in the S&P 500.
JOURNAL OF BANKING & FINANCE, 69 (C).
pp. 72-83.
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