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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Zarhali, Othmane, Aubrun, Cecilia, Bacry, Emmanuel, Bouchaud, Jean-Philippe, Muzy, Jean-François
Format:	Preprint
Publié:	2025
Sujets:	Statistical Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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