@unpublished{publication-8838,
	author={Bardgett, Chris and Gourier, Elise and Leippold, Markus},
	institution={University of Zurich},
	number={13-40},
	series={Swiss Finance Institute Research Paper},
	title={Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets},
	year=2015,
}