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~isPartOf:"Journal of financial economics"
~person:"Bandi, Federico M."
~person:"Giglio, Stefano"
~subject:"CAPM"
~subject:"Volatility"
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Bandi, Federico M.
Giglio, Stefano
Harvey, Campbell R.
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6
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Journal of financial economics
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ECONIS (ZBW)
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1
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
2
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
4
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
5
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
Saved in:
6
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
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