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Keywords: Volatility Factor
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (1): 65–96.
Published: 29 February 2016
... in the sample or not, and to whether the factor premia are constrained to equal the corresponding premia estimated from the cross-section of equities. KOSPI200 Index Options Jump Factor Volatility Factor Volatility Jump Factor Factor Model Two-Stage Regression Analysis © 2016 Emerald Publishing...
