Cross-Sectional Dependence in Idiosyncratic Volatility

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Ilze Kalnina (University of Montreal, Canada)
• Field
  Econometrics

• Location
  Amsterdam Econometrics Seminars and Workshop Series
  Amsterdam
• Date and time

  January 20, 2017
  00:00