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On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939555
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Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan - 1995
Persistent link: https://www.econbiz.de/10000915842
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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Asset prices, consumption, and the business cycle
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10000659469
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
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On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1999
Persistent link: https://www.econbiz.de/10001378371
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The risk and return from factors
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Campbell, John Y. - In: Journal of economic dynamics & control 21 (1997) 2, pp. 273-295
Persistent link: https://www.econbiz.de/10001215829
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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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Understanding risk and return
Campbell, John Y. - In: Journal of political economy 104 (1996) 2, pp. 298-345
Persistent link: https://www.econbiz.de/10001198651