A spectral perspective on excess volatility
Year of publication: |
2014
|
---|---|
Authors: | Livan, Giacomo ; Alfarano, Simone ; Milakovic, Mishael ; Scalas, Enrico |
Institutions: | Departament d'Economia, Universitat Jaume I |
Subject: | excess volatility | excess comovement | random matrix theory | profit rate | return on assets |
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