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"Can Unspanned Stochastic Volatility Models Explain the Cross Section of ..."

Scott Joslin (2018)

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DOI: 10.1287/MNSC.2016.2623

access: closed

type: Journal Article

metadata version: 2020-06-30

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Scott Joslin:
Can Unspanned Stochastic Volatility Models Explain the Cross Section of Bond Volatilities? Manag. Sci. 64(4): 1707-1726 (2018)

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