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On the Role of Risk Premia in Volatility Forecasting

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  • Chernov, Mikhail

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  • Chernov, Mikhail, 2007. "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 411-426, October.
    • Handle: RePEc:bes:jnlbes:v:25:y:2007:p:411-426
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