VARIANCE, RETURN, AND HIGH‐LOW PRICE SPREADS

Keyphrases

• Price Spread 100%
• Stock Returns 50%
• Price Range 50%
• Conditional Volatility 50%
• High Prices 50%
• Excess Stock Returns 50%
• GARCH (1,1) Model 50%
• Anticipated Variance 50%
• Correlated Shocks 50%
• Spreading Model 50%
• Incremental Explanatory Power 50%

Economics, Econometrics and Finance

• Price 100%
• Capital Market Returns 40%
• Volatility 20%
• Generalized Autoregressive Conditional Heteroskedasticity 20%