A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
收藏NBER2005-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w11134
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资源简介：
We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized
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美国国家经济研究局创建时间：
2005-02-01
