@article{publication-15909,
	author={Bardgett, Chris and Gourier, Elise and Leippold, Markus},
	doi={10.1016/j.jfineco.2018.09.008},
	issn={0304-405X},
	journal={Journal of Financial Economics},
	number=3,
	pages={593-618},
	publisher={Elsevier},
	title={Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets},
	volume=131,
	year=2019,
}