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A Semi-Nonparametric Approach to Estimating Option-Implied Co-skewness and Co-kurtosis Risks

Marcel-Dagenais Econometrics Seminar 2017-2018
joint with the Département de sciences économiques, Université de Montréal

room C-6070-9 (U. of Montreal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)

OrganizerBenoit Perron (U. of Montreal)

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