Stock Volatility During the Recent Financial Crisis
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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
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美国国家经济研究局创建时间：
2011-04-01
