Aggregate Idiosyncratic Volatility
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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
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美国国家经济研究局创建时间：
2010-06-01
