Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility puzzles: a simple framework for gauging return-volatility regressions |
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Volatility puzzles: a simple framework for gauging return-volatility regressions (English)
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10 June 2016
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leverage asymmetry
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volatility feedback
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implied volatility forecast
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realized volatility
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stochastic volatility model
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instrument variable
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