Open AccessA Variance Decomposition for Stock Returns
Author(s) -
John Y. Campbell
Publication year - 1991
Publication title -
the economic journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.683
H-Index - 160
eISSN - 1468-0297
pISSN - 0013-0133
DOI - 10.2307/2233809
Subject(s) - stock (firearms) , variance decomposition of forecast errors , variance (accounting) , economics , econometrics , financial economics , history , accounting , archaeology
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