On the long-run volatility of stocks (Q4559692)
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scientific article; zbMATH DE number 6988480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the long-run volatility of stocks |
scientific article; zbMATH DE number 6988480 |
Statements
On the Long-Run Volatility of Stocks (English)
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4 December 2018
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covariance matrix
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dynamic models
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long-run investing
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volatility
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0.7354953289031982
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0.7275252342224121
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0.7265406847000122
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0.7136008143424988
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