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Research Details
Volatility of Volatility and Leverage Effect from Options, Journal of Econometrics
Type
Article
Author(s)
Viktor Todorov, Carsten Chong
Date Published
2024
Citations
Todorov, Viktor, and Carsten Chong. 2024. Volatility of Volatility and Leverage Effect from Options. Journal of Econometrics. 240: 105669.
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