Subject
Economics and Econometrics,Finance
Reference38 articles.
1. Heterogeneous information arrivals and return volatility dynamics: Uncovering the long‐run in high frequency returns;Andersen;The Journal of Finance,1997
2. Investor attention and stock market volatility;Andrei;Review of Financial Studies,2015
3. Economic policy uncertainty and stock markets: Long-run evidence from the US;Arouri;Finance Research Letters,2016
4. Measuring economic policy uncertainty;Baker;Quarterly Journal of Economics,2016
5. The VIX, the variance premium and stock market volatility;Bekaert;Journal of Econometrics,2014
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献