Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
Year of publication: |
2008
|
---|---|
Authors: | Adrian, Tobias ; Rosenberg, Joshua |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 63.2008, 6, p. 2997-3030
|
Saved in:
Saved in favorites
Similar items by person
-
Stock returns and volatility: Pricing the short-run and long-run components of market risk
Adrian, Tobias, (2006)
-
Stock returns and volatility : pricing the short-run and long-run components of market risk
Adrian, Tobias, (2008)
-
Stock returns and volatility : pricing the short-run and long-run components of market risk
Adrian, Tobias, (2006)
- More ...