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5 Lundblad, C. T., "The risk return tradeoff in the long-run: 1836–2003" 85 : 123-150, 2007
6 Christensen, B. J., "The relation between implied and realized volatility" 50 : 125-150, 1998
7 Fleming, J., "The quality of market volatility forecasts implied by S&P100 index option prices" 5 : 317-345, 1998
8 Pan, J., "The jump-risk premia implicit in options: Evidence from an integrated timeseries study" 63 : 3-50, 2002
9 Becker, R., "The jump component of S&P 500 volatility and the VIX index" 33 : 1033-1038, 2009
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