Heiko Ebens

Johns Hopkins University - Department of Economics

3400 Charles Street

Baltimore, MD 21218-2685

United States

  • Johns Hopkins University - Department of Economics

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The Distribution of Stock Return Volatility

NBER Working Paper No. w7933
Number of pages: 41 Posted: 30 Sep 2000 Last Revised: 05 Sep 2022
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Heiko Ebens
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and Johns Hopkins University - Department of Economics
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