On the Long Run Volatility of Stocks
Year of publication: |
2018
|
---|---|
Authors: | Carvalho, Carlos M. |
Other Persons: | Lopes, Hedibert (contributor) ; McCulloch, Robert E. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Journal of the American Statistical Association, 2018 Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 25, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2808191 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Škrinjarić, Tihana, (2020)
-
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem, (2015)
-
Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin, (2020)
- More ...
-
General equilibrium option pricing under counter-cyclical growth and long-run risk
Hore, Satadru, (2016)
-
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas, (2014)
-
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas, (2022)
- More ...