An intertemporal CAPM with stochastic volatility :: John Y. Campbell :: Centre for Economic Policy Research 2015 :: OBNB, the Open British National Bibliography

Publication Data

Title An intertemporal CAPM with stochastic volatility
Author John Y. Campbell
Contributors Stefano W. Giglio, Christopher Polk, Robert Turley, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2015
Publication location London
Language English

Descriptive Notes

"Submitted 23 June 2015."

Topics

Asset allocation :: Econometric models
Options (Finance) :: Econometric models
England

Catalogue Data

OBNB ID GBB631672
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 59 pages
P1042 Includes bibliographical references (pages 41-45).

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An intertemporal CAPM with stochastic volatility by John Y. Campbell. Published by Centre for Economic Policy Research in 2015. Publication and catalogue information, links to buy online and reader comments.