Pricing volatility of stock returns with volatile and persistent components
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhu, Jie |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 3, p. 243-269
|
| Publisher: |
Springer |
| Subject: | Risk return | In-mean effect | Volatility | Long memory | Innovations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005048626