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Revision as of 09:06, 12 July 2024

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Variance dynamics: joint evidence from options and high-frequency returns
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    Variance dynamics: joint evidence from options and high-frequency returns (English)
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    10 August 2016
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    return variance dynamics
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    variance risk premium
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    options
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    variance swap rates
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    high-frequency returns
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    market microstructure
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    realized variance
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    quadratic variation
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    time-changed Lévy processes
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