BibTex format
@article{Granelli:2016:10.1137/15M1011822,
author = {Granelli, A and Veraart, A},
doi = {10.1137/15M1011822},
journal = {SIAM Journal on Financial Mathematics},
pages = {382--417},
title = {Modelling the variance risk premium of equity indices: the role ofdependence and contagion},
url = {http://dx.doi.org/10.1137/15M1011822},
volume = {7},
year = {2016}
}