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The dynamics of stochastic volatility: evidence from underlying and options markets

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  • Jones, Christopher S.

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  • Jones, Christopher S., 2003. "The dynamics of stochastic volatility: evidence from underlying and options markets," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 181-224.
    • Handle: RePEc:eee:econom:v:116:y:2003:i:1-2:p:181-224
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