The pricing of idiosyncratic risk: evidence from the implied volatility distribution
| Year of publication: |
2012
|
|---|---|
| Authors: | Süss, Stephan |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 26.2012, 2, p. 247-267
|
| Publisher: |
Springer |
| Subject: | Idiosyncratic risk | Implied volatility | Implied skewness | Principal portfolios | Random matrix theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010987759