Are Stocks Really Less Volatile in the Long Run

By P. Shukla. 2012

126 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1dd897ee2373f20b1cbe31d1cb134f60d2b91582

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Hedibert Freitas Lopes
2. Carlos M. Carvalho
3. Robert E. McCulloch
4. Nicholas G. Polson
5. Guanhao Feng
6. Jingyu He

In Finance

1. Hedibert Freitas Lopes
2. Carlos M. Carvalho
3. Robert E. McCulloch
4. Guanhao Feng
5. Jingyu He
6. Nicholas G. Polson

Citations in the corpus

• On the Long-Run Volatility of Stocks (2018, methodology): “To better understand the impact of these key parameters, Figure 6 uses the decomposition of the predictive variance presented in Pástor and Stambaugh (2012) (see the Appendix) and shows the magnitude of the different sources of uncertainty in determining the predictive variance.”