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NBER WORKING PAPER SERIESTHE PERSISTENCE OF VOLATILITY AND STOCK MARKET FLUCTUATIONSJames M. Poterba Lawrence H. SummersWorking Paper No. 11462NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts
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What is form persistence of volatility?
Form persistence of volatility refers to a regulatory document that captures and reports the consistent patterns and fluctuations of volatility in a particular financial instrument or market.
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