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It takes a model to beat a model: Volatility bounds

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  • Liu, Ludan
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    File URL: http://www.sciencedirect.com/science/article/pii/S0927-5398(07)00054-0
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    Article provided by Elsevier in its journal Journal of Empirical Finance.

    Volume (Year): 15 (2008)
    Issue (Month): 1 (January)
    Pages: 80-110

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    Handle: RePEc:eee:empfin:v:15:y:2008:i:1:p:80-110
    Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin

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    24. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
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