Cross-Sectional Dependence in Idiosyncratic Volatility

Monday, April 10, 2017 - 4:30pm - Monday, April 10, 2017 - 6:00pm

Econometrics Seminar

University of Pennsylvania

3718 Locust Walk
309 McNeil Building

Philadelphia, PA
19104

United States

(joint with Kokouvi Tewou)