Is volatility risk priced in the securities market ? Evidence from S&P 500 index options
Yakup Arisoy (),
Aslihan Salih and
L. Akdeniz
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Date: 2007
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Published in Journal of Futures Markets, 2007, 27 (7), pp.617-642
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00354815
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