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Dotsis, George, Psychoylos, Dimitris and Skiadopoulos, George (2007) An empirical comparison of continuous-time models of implied volatility indices. Journal of Banking & Finance, Vol.31 (No.12). pp. 3584-3603. doi:10.1016/j.jbankfin.2007.01.011 ISSN 0378-4266.