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It takes a model to beat a model: Volatility bounds

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  • Liu, Ludan

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  • Liu, Ludan, 2008. "It takes a model to beat a model: Volatility bounds," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 80-110, January.
    • Handle: RePEc:eee:empfin:v:15:y:2008:i:1:p:80-110
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