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Modeling Market Downside Volatility
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Published in: | Review of Finance 2013-01, Vol.17 (1), p.443-481 |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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ISSN: | 1572-3097 1573-692X |
DOI: | 10.1093/rof/rfr024 |