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Presentations at an Academic or Professional conference (2017), 2017 China Meeting of the Econometric Society

Inferring Volatility Dynamics Using Stock Prices and Variance Swap Rates

LI Junye, FULOP Andras

LI, J. and FULOP, A. (2017). Inferring Volatility Dynamics Using Stock Prices and Variance Swap Rates. In: 2017 China Meeting of the Econometric Society.