Che-Hsiung Hong

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Valuation of Variance Forecast with Simulated Option Markets

NBER Working Paper No. w3350
Number of pages: 40 Posted: 30 Aug 2010 Last Revised: 23 Oct 2010
Robert F. Engle, Che-Hsiung Hong and Alex Kane
New York University - Leonard N. Stern School of Business - Department of Economics, affiliation not provided to SSRN and University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS)
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Abstract:

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