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Communications dans une conférence (2017), 11th International Conference on Computational and Financial Econometrics

A Cross-Sectional Analysis of the Variance Risk Premium

FEUNOU B., LOPEZ-ALIOUCHKIN R., TÉDONGAP Roméo , XU L.

FEUNOU, B., LOPEZ-ALIOUCHKIN, R., TÉDONGAP, R. and XU, L. (2017). A Cross-Sectional Analysis of the Variance Risk Premium. In: 11th International Conference on Computational and Financial Econometrics.