Open AccessProfiting from past winners and losers
Author(s) -
Nauzer Balsara,
Lin Zheng
Publication year - 2006
Publication title -
journal of asset management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.362
H-Index - 16
eISSN - 1479-179X
pISSN - 1470-8272
DOI - 10.1057/palgrave.jam.2240186
Subject(s) - volatility (finance) , unobservable , economics , econometrics , realized variance , financial economics , monetary economics
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