Volatility expectations and disagreement
Year of publication: |
2021
|
---|---|
Authors: | Huisman, Ronald ; Sar, Nico L. van der ; Zwinkels, Remco C. J. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 188.2021, p. 379-393
|
Subject: | Disagreement | Survey data | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Theorie | Theory | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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