Is there a momentum effect in studying volatility uncertainty based on linear regression?
| Autor: | Ye, Ruisi, Lin, Bei, Dong, Yunze |
|---|---|
| Zdroj: | Proceedings of SPIE; 7/19/2023, Vol. 12597, p1259743-1259743, 1p |
| Databáze: | Complementary Index |
| Externí odkaz: |
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| Autor: | Ye, Ruisi, Lin, Bei, Dong, Yunze |
|---|---|
| Zdroj: | Proceedings of SPIE; 7/19/2023, Vol. 12597, p1259743-1259743, 1p |
| Databáze: | Complementary Index |
| Externí odkaz: |
|