MATLAB replication files for "Stock Return Extrapolation, Option Prices, and Variance Risk Premium"
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下载链接：
https://doi.org/10.7910/DVN/A9979J
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资源简介：
These files contain the MATLAB code to replicate the calibration and generate the tables in the paper "Stock Return Extrapolation, Option Prices, and Variance Risk Premium" by Adem Atmaz.
创建时间：
2021-04-27
