Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk
| Year of publication: |
2008
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| Authors: | Adrian, Tobias ; Rosenberg, Joshua |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 63.2008, 6, p. 2997-3030
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