Regime Switching in High-Tech ETFs: Idiosyncratic Volatility and Return
The volatility of asset returns can be classified into market and firm-specific volatility, otherwise known as idiosyncratic volatility. Idiosyncratic volatility is increasing over time with some literature attributing this to the IT revolution. An understanding of the relationship between idiosyncr...
Gardado en:
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2021-03-01
|
| Series: | Mathematics |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2227-7390/9/7/742 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|