Open AccessFinancial Asset Returns, Market Timing, and Volatility Dynamics
Author(s) -
Peter Christoffersen,
Francis X. Diebold
Publication year - 2002
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.306127
Subject(s) - sign (mathematics) , volatility (finance) , inefficiency , econometrics , economics , financial asset , financial economics , mathematics , finance , microeconomics , mathematical analysis
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