The Pricing of Realized, Implied, and Expected Market Volatilities in the Cross-Section of Stock Returns
Year of publication: |
[2022]
|
---|---|
Authors: | Hu, Guanglian |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 20, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4039002 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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