Volatility Measures as Predictors of Extreme Returns
Year of publication: |
2017
|
---|---|
Authors: | Switzer, Lorne N. |
Other Persons: | Tahaoglu, Cagdas (contributor) ; yun, zhao (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Messung | Measurement | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Financial Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 6, 2017 erstellt Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Beta Measurement and Forecasting with High Frequency Returns
Doan, Bao Huy, (2020)
-
Ardia, David, (2020)
-
A Forecast Evaluation of Expected Equity Return Measures
Chin, Michael, (2015)
- More ...
-
Do single‐stock circuit breakers provide a safety net for Canadian investors?
Switzer, Lorne N., (2020)
-
Volatility measures as predictors of extreme returns
Switzer, Lorne N., (2017)
-
Switzer, Lorne N., (2015)
- More ...