Disentangling systematic and idiosyncratic risks for large panels of assets
| Authors: | Veredas, David ; Barigozzi, Matteo ; Christian, Brownlees ; Giampiero, Gallo |
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| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
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| Type of publication: | Book / Working Paper |
| Notes: | Under second revision Published in: Journal of econometrics |
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Persistent link: https://www.econbiz.de/10010735631