Stochastic Volatility and Asset Pricing Puzzles
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Publisher
Elsevier BV
Reference41 articles.
1. Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk;T Adrian;Journal of Finance,2008
2. Range-Based Estimation of Stochastic Volatility Models;S Alizadeh;Journal of Finance,2002
3. The Cross-Section of Volatility and Expected Returns;A Ang;Journal of Finance,2006
4. Momentum and Credit Rating;D Avramov;Journal of Finance,2007
5. Risks for the Long Run;R Bansal;Journal of Finance,2004
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