One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns.
| Autor: | Kapadia, Nishad1 (AUTHOR) nkapadi@tulane.edu, Linn, Matthew2 (AUTHOR) mlinn@isenberg.umass.edu, Paye, Bradley3 (AUTHOR) bpaye@vt.edu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. May2024, Vol. 59 Issue 3, p1185-1212. 28p. |
| Databáze: | Business Source Ultimate |
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