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Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets

Soosung Hwang () and Stephen E. Satchell

Journal of Banking & Finance, 2000, vol. 24, issue 5, 759-785

Date: 2000
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Working Paper: Market Risk and the Concept of Fundamental Volatility: Measuring Volatility Across Asset and Derivative Markets and Testing for the Impact of Derivatives Markets on Financial Markets (1999) Downloads
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