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Economics / Volatility / Capital asset pricing model / Stochastic volatility / Eric Ghysels / Valuation of options / Black–Scholes / Option / Skewness risk / Mathematical finance / Financial economics / Finance


Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
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Document Date: 2014-09-08 10:22:52


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Company

Barclays Global Investors / Oak Hill Platinum Partners / Cox / Center for Research in Security Prices / /

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Facility

Princeton University / Queens University / University of Massachusetts Amherst / University of Zurich / /

Organization

University of Zurich / Econometric Society / Federal Reserve Bank of New York / World Congress / Leibniz-Informationszentrum Wirtschaft Leibniz Information Centre for Economics Terms / Queens University / Leibniz Information Centre for Economics Adrian / US Federal Reserve / European Finance Association / Princeton University / London Business School / Federal Reserve Board / University of Massachusetts Amherst / Financial Management Association / Harvard Business School / Adam Smith Asset Pricing / /

Person

Jiang Wang / Frank Diebold / Til Schuermann / Arturo Estrella / Alexis Iwanisziw / Robert Stambaugh / Tobias Adrian Joshua Rosenberg / Ellyn Boukus / Eric Ghysels / Zhenyu Wang / Robert Engle / John Campbell / Kevin Sheppard / Tobias Adrian / /

Position

editor / /

Technology

Adam / /

URL

www.econstor.eu / http /

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