Disentangling systematic and idiosyncratic risk for large panels of assets
Year of publication: |
2010-09
|
---|---|
Authors: | Barigozzi, Matteo ; Brownlees, Christian T. ; Gallo, Giampiero M. ; Veredas, David |
Publisher: |
Université Libre de Bruxelles |
Subject: | HA Statistics | HB Economic Theory |
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