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Figure 1. Returns and squared returns: actual and model implications. Top left panel: actual autocorrelations of squared returns, �Bottom right panel: model-implied cross-correlation between returns and squared returns,of the S&P500 index
Table 1. Estimation results on S&P500 index returns: full sample
Table 2. S&P500 index option data
Table 3. Estimation results on S&P500 index options: SVS and GARCH models
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