Macroeconomic determinants of stock volatility and volatility premiums
V Corradi, W Distaso, A Mele - Journal of Monetary Economics, 2013 - Elsevier
… At the same time, our model, rigorously estimated through simulation-based inference methods, shows that the presence of some unobservable and persistent factor is needed to …
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… At the same time, our model, rigorously estimated through simulation-based inference methods, shows that the presence of some unobservable and persistent factor is needed to …