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~isPartOf:"The review of financial studies"
~language:"eng"
~language:"ron"
~person:"Han, Yufeng"
~subject:"Volatilität"
~type_genre:"Article in journal"
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The review of financial studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng
;
Lesmond, David
- In:
The review of financial studies
24
(
2011
)
5
,
pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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