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The Rise and Fall of S&P500 Variance Futures

The Rise and Fall of S&P500 Variance Futures
Digital文書・図像類
Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, TeodosioInstitute of Economic Research, Kyoto University2011-11KIER Discussion Paper795
Available onlineOther Libraries in Japan
  • Subject Heading...riance futures risk exposure volatility

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