Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives
Article first published online: 20 JAN 2006
The Journal of Finance
Volume 61, Issue 1, pages 341–378, February 2006
How to Cite
LI, H. and ZHAO, F. (2006), Unspanned Stochastic Volatility: Evidence from Hedging Interest Rate Derivatives. The Journal of Finance, 61: 341–378. doi: 10.1111/j.1540-6261.2006.00838.x
- Issue published online: 20 JAN 2006
- Article first published online: 20 JAN 2006
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