Estimating the volatility of asset pricing factors
Year of publication: |
2021
|
---|---|
Authors: | Becker, Janis ; Leschinski, Christian |
Published in: |
Journal of Forecasting. - Hoboken, NJ : Wiley, ISSN 1099-131X. - Vol. 40.2021, 2, p. 269-278
|
Publisher: |
Hoboken, NJ : Wiley |
Subject: | asset pricing | factor models | realized volatility | volatility forecasting |
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