An intertemporal CAPM with stochastic volatility JY Campbell, S Giglio, C Polk, R Turley Journal of Financial Economics 128 (2), 207-233, 2018 | 533 | 2018 |
Partially adaptive robust estimation of regression models and applications JV Hansen, JB McDonald, RS Turley European journal of operational research 170 (1), 132-143, 2006 | 24 | 2006 |
Income distributions: an inter-temporal comparison over countries R Bandourian, JB McDonald, RS Turley Estadistica 55 (1), 135-152, 2003 | 19 | 2003 |
Informative prices and the cost of capital markets R Turley Harvard University Working Paper, 2012 | 11 | 2012 |
An intertemporal CAPM with stochastic volatility (No. w18411) JY Campbell, S Giglio, C Polk, R Turley National Bureau of Economic Research, 2013 | 4 | 2013 |
Appendix to an intertemporal CAPM with stochastic volatility JY Campbell, S Giglio, C Polk, R Turley | 3 | 2017 |
Price Comovement and Time Horizon: Fads and Fundamentals R Turley Working Paper, Harvard University, January, 2012 | 2 | 2012 |
Internet Appendix to An Intertemporal CAPM with Stochastic Volatility JY Campbell, S Giglio, C Polk, R Turley | 1 | 2012 |
Essays on the Economics of Risk and Financial Markets RS Turley Harvard University, 2013 | | 2013 |