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Modeling Market Downside Volatility

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Bibliographic Details
Published in:Review of Finance 2013-01, Vol.17 (1), p.443-481
Main Authors: Feunou, Bruno, Jahan-Parvar, Mohammad R., Tédongap, Roméo
Format: Article
Language:English
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ISSN:1572-3097
1573-692X
DOI:10.1093/rof/rfr024