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Volatility-of-volatility and the cross-section of option returns
Xinfeng Ruan
University of Otago
Research output
:
Contribution to journal
›
Article
›
peer-review
17
Citations (Scopus)
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Economics, Econometrics and Finance
Return
100%
Volatility
100%
Stock
14%
Share
14%
Pricing
14%
Robustness
14%
Cheque
14%
Risk Factors
14%