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Cross-sectional Dependence in Idiosyncratic Volatility∗ Ilze Kalnina† Kokouvi Tewou‡ First version: February 25, 2015
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Document Date: 2016-07-08 02:17:17
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Cross-sectional Dependence in Idiosyncratic Volatility∗ Ilze Kalnina† Kokouvi Tewou‡ First version: February 25, 2015