04.03. Department of Management

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Subject:  GARCH option pricing
Type:  Article
Author:  Kenç, Turalay
Fulltext:  No Fulltext
Subject:  Variance risk premiums

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Issue DateTitleAuthor(s)
12021Estimating volatility clustering and variance risk premium effects on bank default indicatorsKenç, Turalay ; Çevik, Emrah İsmail