Volatility Measurement with Pockets of Extreme Return Persistence
Year of publication: |
2020
|
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Authors: | Andersen, Torben G. |
Other Persons: | Li, Yingying (contributor) ; Todorov, Viktor (contributor) ; Zhou, Bo (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Kapitaleinkommen | Capital income | Messung | Measurement |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 17, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3694403 [DOI] |
Classification: | C12 - Hypothesis Testing ; C53 - Forecasting and Other Model Applications ; G10 - General Financial Markets. General ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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