1. Variance swap rates with time to maturity of 3-, 12-month (and 3-month, for the SV1F model) are assumed to be observed without errors. Variance swap rates with time to maturity of 2-, 6-, 24-month (and 12-month, for the SV1F model) are assumed to be observed with normal errors whose standard deviations are ? ? 1;label SV2F-PJ-VJ) and three nested models (label SV1F, SV2F and SV2F-PJ, respectively),1996
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