Have individual stocks become more volatilen an empirical exploration of idiosyncratic risk - Campbell, John Y. (Cambridge National Bureau of Economic Research, 2000)
Keywords: Stocks -- Prices -- Econometric models. -- United States; Rate of return -- Econometric models. -- United States; Risk management -- Econometric models. -- United States; Portfolio management -- Econometric models. -- United States; Stock exchanges -- Econometric models. -- United States