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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Campbell, John Y."
~person:"Cooper, Russell W."
~subject:"Volatilität"
~type_genre:"Working Paper"
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The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason
;
Campbell, John Y.
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2009
Persistent link: https://www.econbiz.de/10003822202
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2
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2012
Persistent link: https://www.econbiz.de/10009633283
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3
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
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1999
Persistent link: https://www.econbiz.de/10001390215
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4
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.
;
Hentschel, Ludger
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1991
Persistent link: https://www.econbiz.de/10000817377
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