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Volatility of Prices and Volatility of Dividends
1998The theoretical model which we present in this chapter is an attempt to develop a framework of analysis sufficiently general to study the volatility of stock prices when markets are efficient but with no a priori specification on the distribution of the relevant stochastic processes. To this aim, we shift the attention from dividends to earnings and we
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Increasing precipitation volatility in twenty-first-century California
Nature Climate Change, 2018D. L. Swain+5 more
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The Distribution of Realized Exchange Rate Volatility
, 2000T. Andersen+3 more
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Volatility estimation for Bitcoin: A comparison of GARCH models
, 2017Paraskevi Katsiampa
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A large source of low-volatility secondary organic aerosol
Nature, 2014M. Ehn+32 more
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Bayesian Analysis of Stochastic Volatility Models
, 1994Eric Jacquier+2 more
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The distillation and volatility of ionic liquids
Nature, 2006M. Earle+7 more
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