Replication Data for Expected and Realized Returns on Volatility

Harvard Dataverse 2026 Dataset Open access

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Authors: Guanglian Hu
DOI: 10.7910/dvn/egghpx
Cited by: 0

Abstract

The attached file contains the code and data that generate the tables and figures in the paper.

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Publication details

Journal / source
Harvard Dataverse
Publication date
2 February 2026
Document type
Dataset