On the Long-Run Volatility of Stocks

Carlos M. Carvalho (Creator)
Hedibert F. Lopes (Ibmec Sao Paulo) (Contributor)
Robert McCulloch (Creator)

Dataset

1 Article

1 results

2018
On the Long-Run Volatility of Stocks
Carvalho, C. M., Lopes, H. F. & McCulloch, R., Jul 3 2018, In: Journal of the American Statistical Association. 113, 523, p. 1050-1069 20 p.
Research output: Contribution to journal › Article › peer-review
9 Scopus citations