On the Long Run Volatility of Stocks

Journal of the American Statistical Association 2018 / 01

On the Long Run Volatility of Stocks

Carvalho, Carlos M., Lopes, Hedibert F., McCulloch, Robert E.
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Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2017.1407769
Date:
January, 2018
File:
PDF, 11.57 MB
english, 2018
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