Volatility Puzzles : A Simple Framework for Gauging Return-Volatility Regression
Year of publication: |
2022
|
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Authors: | Zhou, Hao ; Bollerslev, Tim |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Systematischer Fehler | Bias |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 131, pp. 123-150, 2006 Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; g51 ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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