One vol to rule them all : common volatility dynamics in factor returns
Year of publication: |
2024
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Authors: | Kapadia, Nishad ; Linn, Matthew ; Paye, Bradley |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 59.2024, 3, p. 1185-1212
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Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory |
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