Common and Idiosyncratic Conditional Volatility Factors

Autor:	Francisco Blasques, Enzo D'Innocenzo, Siem Jan Koopman
Zdroj:	Vrije Universiteit Amsterdam
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::139c40e1e6c13ce817e7052b07c019aa https://research.vu.nl/en/publications/e059d242-05a7-4ddf-8508-c0adeb64829d Zobrazit plný text záznamu