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Risk-Neutral and Physical Estimation of Equity Market Volatility

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Linköping Studies in Science and Technology. Thesis No. 1601

Risk-Neutral and Physical

Estimation of Equity Market Volatility

Mathias Barkhagen

Mathias Barkhagen

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Division of Production Economics, Department of Management and Engineering, Linköping University, se-581 83 Linköping, Sweden

Linköping 2013

Mathias Barkhagen

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