Anticipating Long-Term Stock Market Volatility
Year of publication: |
2012-10-05
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Authors: | Conrad, Christian ; Loch, Karin |
Institutions: | Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften |
Subject: | Volatility Components | MIDAS | Survey Data | Macro Finance Link |
Extent: | text/html application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | This paper is part of http://archiv.ub.uni-heidelberg.de/volltextserver/view/schriftenreihen/sr-3.html Number 0535 |
Classification: | C53 - Forecasting and Other Model Applications ; c58 |
Source: |
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Anticipating Long-Term Stock Market Volatility
Conrad, Christian, (2012)
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Anticipating long-term stock market volatility
Conrad, Christian, (2012)
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Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model
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On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
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