✦ LIBER ✦

The Persistence of Volatility and Stock Market Fluctuations

✍ Scribed by James M. Poterba and Lawrence H. Summers

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Measuring persistence in stock market vo

✍ Bentes, Sónia R. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 503 KB

Explaining international stock correlati

✍ Yijie Cai; Ray Yeutien Chou; Dan Li 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 567 KB

The Effect of Long Memory in Volatility

✍ Christensen, Bent Jesper; Nielsen, Morten Ørregaard 📂 Article 📅 2007 🏛 MIT Press 🌐 English ⚖ 177 KB

Idiosyncratic Volatility, Stock Market V

✍ Guo, Hui; Savickas, Robert 📂 Article 📅 2006 🏛 American Statistical Association 🌐 English ⚖ 303 KB

noise: Application to volatility fluctua

✍ Muzy, Jean-François; Baïle, Rachel; Bacry, Emmanuel 📂 Article 📅 2013 🏛 The American Physical Society 🌐 English ⚖ 478 KB

Bond market volatility vs. Stock market

✍ Philip J. Young; Robert R. Johnson 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 414 KB