Volatility measurement with pockets of extreme return persistence
| Autor: | Andersen, Torben G., Li, Yingying, Todorov, Viktor, Zhou, Bo |
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| Zdroj: | In Journal of Econometrics December 2023 237(2) Part C |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Andersen, Torben G., Li, Yingying, Todorov, Viktor, Zhou, Bo |
|---|---|
| Zdroj: | In Journal of Econometrics December 2023 237(2) Part C |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect