Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Marcelo Cabus Klotzle
Effects of Idiosyncratic Volatility in Asset Pricing
Revista Contabilidade e Financas
Accounting
Finance
Related publications
Solving Asset Pricing Models With Stochastic Volatility
SSRN Electronic Journal
The Memory of Stock Return Volatility: Asset Pricing Implications
SSRN Electronic Journal
Equity Option Pricing With Systematic and Idiosyncratic Volatility and Jump Risks
Journal of Risk and Financial Management
Estimation of a Structural Stochastic Volatility Model of Asset Pricing
Computational Economics
Computer Science Applications
Economics
Econometrics
Finance
Aggregate Idiosyncratic Volatility
Asset Volatility
Review of Accounting Studies
Accounting
Management
Business
Idiosyncratic Volatility: An Indicator of Noise Trading?
Journal of Banking and Finance
Economics
Econometrics
Finance
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Three Centuries of Asset Pricing
SSRN Electronic Journal