@misc
{TN_libero_mab2,
author = {
Li, Gang
},
title = {
Idiosyncratic Volatility and the Intertemporal Capital Asset Pricing Model
},
publisher = {SSRN},
keywords = {
idiosyncratic volatility
,
conditional covariance risk
,
tail risk
,
time-series return predictability
,
intertemporal capital asset pricing model
},
year = {[2020]},
abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2019 erstellt},
address = {
[S.l.]
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}