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DP12687	Risk Everywhere: Modeling and Managing Volatility Author(s): Tim Bollerslev, Benjamin Hood, John Huss and Lasse Heje Pedersen Published: February 2018
DP10034	Factor Analysis with Large Panels of Volatility Proxies Author(s): Eric Ghysels Published: June 2014
DP3651	The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse Author(s): Harald Hau Published: November 2002

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