An Intertemporal CAPM with Stochastic Volatility
Year of publication: |
2012
|
---|---|
Authors: | Campbell, John Y. |
Other Persons: | Giglio, Stefano (contributor) ; Polk, Christopher (contributor) ; Turley, Robert (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | CAPM | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Series: | NBER Working Paper ; No. w18411 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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