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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of economics and statistics"
~person:"Beltratti, Andrea"
~subject:"Volatility"
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Applied financial economics
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio
;
Beltratti, Andrea
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
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