Patterns and pricing of idiosyncratic volatility in the French stock market
Zhentao Liu, Gilbert V. Nartea, Ji Wu
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Liu, Zhentao ; Nartea, Gilbert V. ; Wu, Ji |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 1, p. 79-97
|
| Subject: | Idiosyncratic Volatility | Regime Switch Model | Asset Pricing | France | Volatilität | Volatility | Frankreich | Börsenkurs | Share price | CAPM | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.81005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011842086