Volatility Regime Detection with the Expanding Window Variance Ratio for U.S. Equities: 1915-2000
| Year of publication: |
2002
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|---|---|
| Authors: | Bauer, Larry |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai, ISSN 0970-4205, ZDB-ID 10720820. - Vol. 15.2002, 2, p. 45-61
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