Anticipating long-term stock market volatility

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Bibliographic Details
Main Authors: Conrad, Christian (Author) , Stürmer, Karin (Author)
Format: Article (Journal)
Language:English
Published: November/December 2015
In: Journal of applied econometrics
Year: 2015, Volume: 30, Issue: 7, Pages: 1090-1114
ISSN:0883-7252
Subjects:
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Author Notes:Christian Conrad and Karin Loch (Department of Economics, Heidelberg University, Germany)