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~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Nieuwerburgh, Stijn van"
~subject:"Schätzung"
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Risiko in der Finanzwirtschaft...
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Nota di lavoro / Fondazione Eni Enrico Mattei
Working paper / National Bureau of Economic Research, Inc.
Journal of financial economics
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
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