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~person:"Greenwald, Daniel L."
~person:"Herskovic, Bernard"
~subject:"Interest rate"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Greenwald, Daniel L.
Herskovic, Bernard
Nieuwerburgh, Stijn van
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Firm volatility in granular networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of political economy
128
(
2020
)
11
,
pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
Saved in:
2
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
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