Idiosyncratic volatility is the measure of firm-specific risk.
股票特质波动率是公司特质风险的度量指标。
The aggregate ownership in excess of 5% among 2-10 largest shareholders shows positive relationship with idiosyncratic volatility.
第2—10大股东中持有股份等于或超过5%的股东持股比例增大能促进股价非系统性波动的提高；
Banks with higher idiosyncratic volatility recorded lower deposit loan ratio, which reflects the effectiveness of internal governance of commercial Banks.
银行股价的非系统性波动与银行的存贷比具有显著的负相关关系，这也反映出银行内部治理的效果。
This article USES data from Shanghai a type stock market and originally measures the conditional expectation of correlation risk and idiosyncratic volatility by DCC-MV GARCH model.
本文采用上海A股市场的月收益率数据，率先使用DCC - MVGARCH模型，刻画了时变的个股间预期条件相关性和个股的预期条件特质波动率。
This article USES data from Shanghai a type stock market and originally measures the conditional expectation of correlation risk and idiosyncratic volatility by DCC-MV GARCH model.
本文采用上海A股市场的月收益率数据，率先使用DCC - MVGARCH模型，刻画了时变的个股间预期条件相关性和个股的预期条件特质波动率。
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