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On the Long-Run Volatility of Stocks:
Carvalho, Carlos M.
;
Lopes, Hedibert F.
;
McCulloch, Robert E.
Journal of the American Statistical Association. 113 (2018) 523 - p. 1050-1069 , 2018
Link:
https://doi.org/10.1080/01621459.2017.1407769
RT Journal T1 <Title>On the Long-Run Volatility of Stocks</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_01621459.2017.1407769&Exemplar=1&LAN=DE A1 Carvalho, Carlos M. A1 Lopes, Hedibert F. A1 McCulloch, Robert E. PB Informa UK Limited YR 2018 SN 0162-1459 SN 1537-274X JF Journal of the American Statistical Association VO 113 IS 523 SP 1050 OP 1069 LK http://dx.doi.org/https://doi.org/10.1080/01621459.2017.1407769 DO https://doi.org/10.1080/01621459.2017.1407769 SF ELIB - SuUB Bremen
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