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An intertemporal CAPM with stochastic volatility

Crossref DOI link: https://doi.org/10.1016/j.jfineco.2018.02.011

Published Print: 2018-05

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Campbell, John Y.

Giglio, Stefano

Polk, Christopher

Turley, Robert
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This article is maintained by: Elsevier

Article Title: An intertemporal CAPM with stochastic volatility

Journal Title: Journal of Financial Economics

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jfineco.2018.02.011

Content Type: article

Copyright: © 2018 Elsevier B.V. All rights reserved.