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Eric Zivot
Information about the author Eric Zivot will soon be added to the site.
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2 papers
in total
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Predicting stock volatility using after‐hours information: Evidence from the NASDAQ actively traded stocks
2012
We use realized volatilities based on after‐hours high frequency stock returns...
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson‐Siegel models
2011
We extend Diebold and Li’s dynamic Nelson‐Siegel three‐factor...
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