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On the Robustness of the Principal Volatility Components

Journal of Empirical Finance - Netherlands
doi 10.1016/j.jempfin.2019.03.006
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Categories
EconomicsFinanceEconometrics
Date

June 1, 2019

Authors
Carlos TrucíosLuiz K. HottaPedro L. Valls Pereira
Publisher

Elsevier BV


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