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Fund Volatility Index using equity market state prices

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  • Michael J. O'Neill
  • Zhangxin Liu
  • Tom Smith

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  • Michael J. O'Neill & Zhangxin Liu & Tom Smith, 2017. "Fund Volatility Index using equity market state prices," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 837-853, September.
    • Handle: RePEc:bla:acctfi:v:57:y:2017:i:3:p:837-853
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