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for the journal article

GARCH vs. stochastic volatility: Option pricing and risk management
Alfred Lehar, Martin Scheicher and Christian Schittenkopf
Journal of Banking & Finance from Elsevier
Read abstract and download full text files (if available) at EconPapers

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Access Statistics for the journal article
Month Downloads Abstract Views 
2004-0645
2004-0756
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2004-1125
2004-12613
2005-0136
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2025-0800

Statistics updated 2025-09-04