Cross-sectional Dependence in Idiosyncratic Volatility

Lunch-Seminar CIREQ-UofM 2017-2018
joint with the Département de sciences économiques, Université de Montréal

room C-6070-9 (U. of Montreal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)

Organizer : Benoit Perron (U. of Montreal)