Essays about: "Pavel Hlousek"
Found 1 essay containing the words Pavel Hlousek.
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1. Quantitative Assessment of Volatility Pricing Factors
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : In this thesis, I perform a quantitative assessment of three volatility pricing factors; market variance (MV), average stock variance (AV), and common idiosyncratic volatility (CIV). I show that the three volatility pricing factors coexist, although the factors exhibit similar time-variation and their innovations are correlated. READ MORE
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