Result: One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns.
Title:
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns.
Authors:
Kapadia, Nishad1 (AUTHOR) nkapadi@tulane.edu, Linn, Matthew2 (AUTHOR) mlinn@isenberg.umass.edu, Paye, Bradley3 (AUTHOR) bpaye@vt.edu
Source:
Journal of Financial & Quantitative Analysis. May2024, Vol. 59 Issue 3, p1185-1212. 28p.
Database:
Business Source Ultimate