Components of market risk and return

Journal of Financial Econometrics

Volumn 5, Issue 4, 2007, Pages 560-590

  Maheu, John M ^a   McCurdy, Thomas H ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Long run market risk premium; Realized volatility; Volatility components

Indexed keywords

EID: 39149106190     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbm012     Document Type: Article

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