Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options

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Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	2007
<mark>Journal</mark>	Journal of Futures Markets
Volume	27
Number of pages	26
Pages (from-to)	617-642
Publication Status	Published
<mark>Original language</mark>	English

Research