Average idiosyncratic volatility in G7 countries
Hui Guo; Robert Savickas
Year of publication: |
2008
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Authors: | Guo, Hui ; Savickas, Robert |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 3, p. 1259-1296
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Hedging | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | Großbritannien | United Kingdom | Kanada | Canada | Frankreich | France | Deutschland | Germany | Italien | Italy | Japan | 1962-2003 |
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