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...
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2021-03-01
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| Edice: | Mathematics |
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| On-line přístup: | https://www.mdpi.com/2227-7390/9/7/742 |
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