An intertemporal CAPM with stochastic volatility
Year of publication: |
May 2018
|
---|---|
Authors: | Campbell, John Y. ; Giglio, Stefano ; Polk, Christopher ; Turley, Robert |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 2, p. 207-233
|
Subject: | CAPM | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
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