scholarly journals An Intertemporal CAPM with Stochastic Volatility

2012 ◽  
Author(s):  
John Campbell ◽  
Stefano Giglio ◽  
Christopher Polk ◽  
Robert Turley
Keyword(s):  
Stochastic Volatility ◽  
Intertemporal Capm

scholarly journals An Intertemporal CAPM with Stochastic Volatility

2012 ◽  
Author(s):  
John Y. Campbell ◽  
Stefano Giglio ◽  
Christopher Polk ◽  
Robert Turley
Keyword(s):  
Stochastic Volatility ◽  
Intertemporal Capm

scholarly journals An intertemporal CAPM with stochastic volatility

2018 ◽  
Vol 128 (2) ◽  
pp. 207-233 ◽  
Author(s):  
John Y. Campbell ◽  
Stefano Giglio ◽  
Christopher Polk ◽  
Robert Turley
Keyword(s):  
Stochastic Volatility ◽  
Intertemporal Capm

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian
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