Open AccessAggregate Idiosyncratic Volatility
Author(s) -
Geert Bekaert,
Robert J. Hodrick,
Xiaoyan Zhang
Publication year - 2010
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w16058
Subject(s) - volatility (finance) , aggregate (composite) , econometrics , economics , monetary economics , materials science , composite material