A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
Year of publication: |
2013
|
---|---|
Authors: | Garcia, René |
Other Persons: | Mantilla-Garcia, Daniel (contributor) ; Martellini, Lionel (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
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