An intertemporal CAPM with stochastic volatility
ShareCopied to clipboardAn intertemporal CAPM with stochastic volatility is a book. It was written by John Y. Campbell and published by Centre for Economic Policy Research in 2015.
Key facts
- author: John Y. Campbell
- publication date: 2015
- book publisher: Centre for Economic Policy Research
- book series: unknown
- book subjects: Stocks-Rate of return-Econometric models, Options (Finance)-Econometric models, Asset allocation-Econometric models
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"An intertemporal CAPM with stochastic volatility" is one of the books by John Y. Campbell, books by Centre for Economic Policy Research and 2,617,384 books in our database.
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