Why is the volatility of single stocks so much rougher than that of the S&P500?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zarhali, Othmane, Aubrun, Cecilia, Bacry, Emmanuel, Bouchaud, Jean-Philippe, Muzy, Jean-François
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.02678