@article{publication-452,
	author={Egloff, Daniel and Leippold, Markus and Wu, Liuren},
	doi={10.1017/S0022109010000463},
	issn={0022-1090},
	journal={Journal of Financial and Quantitative Analysis},
	number=5,
	pages={1279-1310},
	publisher={Cambridge University Press},
	title={The term structure of variance swap rates and optimal variance swap investments},
	volume=45,
	year=2010,
}