Stock Volatility During the Recent Financial Crisis
收藏NBER2011-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16976
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资源简介：
This paper uses monthly returns from 1802-2010, daily returns from 1885-2010, and intraday returns from 1982-2010 in the United States to show how stock volatility has changed over time. It also uses various measures of volatility implied by option prices to infer what the market was expecting to
提供机构：
美国国家经济研究局
创建时间：
2011-04-01
