Derivatives and asset price volatility: a test using ... · Title: Derivatives and asset price...

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Page 1: Derivatives and asset price volatility: a test using ... · Title: Derivatives and asset price volatility: a test using variance ratios, January 1996 Author: Benjamin Cohen Subject:
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The Benefits of Volatility Derivatives in Equity Portfolio ...€¦ · The Benefits of Volatility Derivatives in Equity Portfolio Management — May 2012 Foreword In 2008, worldwide

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Adaptive beliefs and the volatility of asset pricesAdaptive beliefs and the volatility of asset prices 3 – Volatility shows high persistence, that is, high (small) price changes

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Stochastic Volatility and Asset Pricing Puzzles › departments › finance › ... · Stochastic Volatility and Asset Pricing Puzzles Timothy J. McQuade Harvard University January

Stochastic Volatility and Asset Pricing Puzzles › departments › finance › ... · Stochastic Volatility and Asset Pricing Puzzles Timothy J. McQuade Harvard University January