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"Vol-of-vol" accepted for publication in the JFQA

posted Aug 10, 2018, 9:01 AM by Julian Thimme   [ updated Aug 10, 2018, 9:02 AM ]
My paper Volatility-of-Volatility Risk, coauthored by Darien Huang, Christian Schlag, and Ivan Shaliastovich, is accepted for publication in the Journal of Financial and Quantitative Analysis.
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