Sökning: "Pavel Hlousek"
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1. Quantitative Assessment of Volatility Pricing Factors
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this thesis, I perform a quantitative assessment of three volatility pricing factors; market variance (MV), average stock variance (AV), and common idiosyncratic volatility (CIV). I show that the three volatility pricing factors coexist, although the factors exhibit similar time-variation and their innovations are correlated. LÄS MER
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