Aggregate Idiosyncratic Volatility
收藏NBER2010-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16058
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资源简介：
We examine aggregate idiosyncratic volatility in 23 developed equity markets, measured using various methodologies, and we find no evidence of upward trends when we extend the sample until 2008. Instead, idiosyncratic volatility appears to be well described by a stationary autoregressive process
提供机构：
美国国家经济研究局
创建时间：
2010-06-01
