Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
Article first published online: 11 NOV 2008
© 2008 The American Finance Association
The Journal of Finance
Volume 63, Issue 6, pages 2997–3030, December 2008
How to Cite
ADRIAN, T. and ROSENBERG, J. (2008), Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk. The Journal of Finance, 63: 2997–3030. doi: 10.1111/j.1540-6261.2008.01419.x
- Issue published online: 11 NOV 2008
- Article first published online: 11 NOV 2008
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