Average stock variance and market returns : evidence of time-varying predictability at the daily frequency
Year of publication: |
2011
|
---|---|
Authors: | Chen, Huafeng Jason ; Ortiz-Molina, Hernán ; Zhang, Siliang Stacy |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 4, p. 86-95
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility |
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