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Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
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Voluntary CEO turnover, online information, and idiosyncratic volatility
Gu, Leilei
;
Li, Xiaoyu
;
Peng, Yuchao
;
Zhou, Junnan
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013479254
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