What drives idiosyncratic volatility over time?

What drives idiosyncratic volatility over time?

Sónia R. Sousa, Ana Paula Serra
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Volume:
7
Language:
english
Pages:
27
DOI:
10.1007/s10258-008-0031-7
Date:
December, 2008
File:
PDF, 453 KB
english, 2008
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