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It takes a model to beat a model: Volatility bounds

  • 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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    39. Cochrane, John H, 1996. "A Cross-Sectional Test of an Investment-Based Asset Pricing Model," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 572-621, June.
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