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Christoffersen, Peter, Fenou, Bruno, Jacobs, Kris and Meddahi, Nour (2014) The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. Journal of Financial and Quantitative Analysis, 49. pp. 663-697.

This list was generated on Fri Nov 16 16:03:31 2018 CET.