A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns

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dc.contributor.authorRené García
dc.contributor.authorDaniel Mantilla-García
dc.contributor.authorLionel Martellini
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T16:36:32Z
dc.date.available2026-03-22T16:36:32Z
dc.date.issued2013
dc.descriptionCitaciones: 25
dc.identifier.doi10.2139/ssrn.2202961
dc.identifier.urihttps://doi.org/10.2139/ssrn.2202961
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/59247
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceToulouse School of Economics
dc.subjectVolatility (finance)
dc.subjectEconometrics
dc.subjectEconomics
dc.subjectSystematic risk
dc.subjectAggregate (composite)
dc.subjectMeasure (data warehouse)
dc.subjectFinancial economics
dc.titleA Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
dc.typearticle

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