Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence

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@techreport{e059d24205a74ddf8508c0adeb64829d,

title = "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence",

author = "Francisco Blasques and Enzo D'Innocenzo and Koopman, {Siem Jan}",

year = "2021",

month = jun,

day = "28",

language = "English",

volume = "21-057/III",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}