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On the Long-Run Volatility of Stocks - MaRDI portal

On the Long-Run Volatility of Stocks (Q4559692)

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scientific article; zbMATH DE number 6988480
Language Label Description Also known as
English
On the Long-Run Volatility of Stocks
scientific article; zbMATH DE number 6988480

    Statements

    title
    On the Long-Run Volatility of Stocks (English)
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    publication date
    4 December 2018
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    zbMATH Keywords
    covariance matrix
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    dynamic models
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    long-run investing
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    volatility
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62J10
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    zbMATH DE Number
    6988480
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    OpenAlex ID
    W2188724788
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