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Yield Curve and Volatility: Lessons from Eurodollar Futures and Options.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 66, doi. 10.1093/jjfinec/nbq019
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- Article
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options.
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- Management Science, 2009, v. 55, n. 8, p. 1292, doi. 10.1287/mnsc.1090.1020
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- Article